What all is measured as my steps ? Dancing? Stationary bike stepping in place?

There's not a comprehensive list but pretty much whenever your wrist is swinging back and forth or moving in an up and down motion. Things like riding a bike won't count as steps but dancing or stepping in place would. Apple has put more emphasis on exercise time over steps as there are many things that can count as steps that aren't really steps. Some of these things can include typing, eating, or even something like lifting your hand to change the channel on the remote control.

Sorry, this was assuming you were using an Apple Watch. I’d you’re just using an iPhone it will detect steps if it’s in your pocket or on an armband.