Binaural listening is an immersive audio technique that aims at recreating a realistic sound scene to the listener through headphones. The externalization sensation is the fact for the listener to feel like the sound sources come from outside his head and a good externalization sensation is paramount for the binaural listening to be convincing. An efficient way of improving externalization is to pair the binaural listening with a head tracking device, capable of modifying the audio content according to the head movements of the listener. The aim of this study was to find neurophysiological correlates of the externalization sensation by performing both an auditory evoked response potential (aERP) analysis and a behavioral analysis. The EEG of subjects listening to binaural stimuli was recorded, then, the subjects had to evaluate their externalization sensation. Depending on the conditions, the subjects were asked to perform head motion or to remain static and the head-tracking device was either active or inactive. In the condition with head movement and with head tracking active, the subjects reported a better externalization sensation than for other conditions. Performing a head movement, whether the head-tracking was active or not, enhanced the amplitude of ERP components after 100ms.