I assume are holding hand rails and relying on exercise auto-recognition. Without arms swinging, it cannot recognize steps so does not get auto-recognized; you would still be getting calories burned from increased heart rate, but not step count. If you could let at least the fitbit arm swing, it would probably be auto-recognized as a walk, and get steps.
But the safer way is to use the Exercise app. From clock screen, scroll up to Exercise and tap that; then scroll down through the different exercise categories; 6 Exercise Shortcuts can be show there but you can choose them from a list of about 20, as described in this link:
How do I track my workouts with my Fitbit device?
Treadmill is one of those possible options. Any activity you track using this Exercise App will be counted as an exercise session.
Before posting, re-read to see if it would make sense to someone else not looking at your Fitbit or phone.
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