What is the headphone symbol on my iPhone 6 means?

When wireless headphones are connected, iOS 10.2 will show a headphone icon and battery level in the status bar.

If you don't have any wireless headphones, you are probably seeing in the status bar, that's not a headphone, but the TTY symbol.

See this: About the TTY symbol in the status bar on your iPhone - Apple Support

It means the phone is connected to bluetooth headphones or another bluetooth audio streaming device.