It was about 5:00AM (Charlie 3-10, Fort Lost-in-the-Woods) and we were going to the PT 'hut'. I remember it was still very dark and cold as fuck. We were doing cadence as usual and as we were mark-time-marching, I saw a disk-shaped thing far away beyond the trees. It was this multi colored thing that seemed to rotate as it gradually descended with the colors changing. Eventually it went behind the trees and I couldn't see it anymore. I whispered "did anyone see that?" because I didn't want to get smoked by the DS. The only one that also saw it was a female soldier. She said "I saw it too." In hindsight I should've yelled "Drill Sergeant! Look! There's a UFO!" just so that I can have more witnesses. Probably would've gotten smoked.