Are you sleep deprived? If so, this is normal, and you'd have started to experience "micro-sleeps" as some call them. Otherwise, I believe you were consciously in the fastest delta state, or the slowest theta. If you felt uncomfortably drowsy and tired, my bet would be somewhere in the delta range.

Remember, that deep sleep / dreamless sleep both occur during delta brainwave activity, but that brainwave function is not exclusive to those activities. It's perfectly possible to experience delta frequencies while awake.

Theta is more like daydreaming, and it happens to most people several times throughout a day, if not several dozens of times. It's like a trance state that comes from doing something that is repetetive or no longer requires conscious effort beyond basical mechanical functions.