The Ministry of Magic uses a golden wand on visitors (OP7) This may be the same thing as the Probity Probe. Gringotts uses one on customers at times when they've tightened security (HBP6, DH26). It is used to detect concealment spells and hidden magical objects. Harry has to Confund the Gringotts guards to pass the guards when breaking into the bank (DH26).
"Probity" is another word for strong moral principles, honesty, integrity.
"Probe" is a blunt-ended surgical instrument used for exploring a wound or part of the body.
The probity probe (a nice alliteration) is used in Order of the Phoenix by security guard / watchwizard Eric Munch to check on Harry when visiting the Ministry, although it is not named as such at that moment (OP7). Both at the Ministry and at Gringotts, it is used externally only, like a metal detector. Its name suggests, however, that it could be used as an internal probe as well. In fact, Bill mentioned that Arkie Philpott suffered from that usage of the probe (HBP6).