The activists who had been calling for unity in Ukraine say their rally Friday had come under attack by gunmen.
Kiev's efforts to quash the insurgency have focused mostly on Slovyansk, where government security forces are seeking to form a cordon around the eastern city.
It is difficult to establish how much popular support the gunmen who effectively control Slovyansk truly enjoy. The insurgency has proven hostile to supporters of the Kiev government that came to power after the toppling of Russia-friendly President Viktor Yanukovych.
European military observers operating under the auspices of the OSCE who were held captive for more than a week by insurgents in Slovyansk were freed Saturday. But the city's self-declared "people's mayor" — Vyacheslav Ponomarev — has boasted that he holds an unspecified number of other captives. They are believed to include Ukrainian journalists, activists and politicians.
Ukrainian authorities have said repeatedly that they have taken back checkpoints surrounding Slovyansk, although such boasts have often proved to be overstated.
Andriy Parubiy, secretary of Ukraine's National Security and Defense Council, said Saturday that security sweeps would be extended beyond Slovyansk and Kramatorsk, according to the Interfax-Ukraine news agency.
Traffic around the Donetsk region, where the insurgency is strongest, has been impeded by a proliferation of barricades guarded by men armed with sticks, automatic rifles and handguns.
The goals of the pro-Russian insurgency are ostensibly geared toward pushing for broad powers of regional autonomy from Kiev. Russia has vociferously condemned Ukrainian security operations in the east, while the international community has accused Moscow of promoting the unrest.
The self-styled Donetsk People's Republic says it plans to hold a referendum on autonomy by May 11, but with less than a week remaining, little visible effort has been to organize the balloting.
Leonard reported from Donetsk, Ukraine. Yuras Karmanau in Odessa and Lynn Berry in Moscow contributed to this report.