Eco Halogen Light-Bulbs
Nope, it's just a branding of halogen bulb, which is still an incandescent bulb. They shouldn't have mercury or anything like that, nor should it have any phosphors, just a glaze if it has that.  

In any case you did not break the inner envelope, the outer envelope is only there because the inner one gets really hot.  

Clean up normally and throw it in the trash with the LEDs. (Assuming an LED ever failed.)