It was very late at night. We were in formation in the center of the quad between all of the barracks for all of the different military branches. I don't remember why we had such a late formation. I think it may have been a holiday leave final check out, which would place this in December instead of March. We all watched several lights of different colors manifest over the quad, descend, hover over us, change direction, then ascend and vanish. The lights appeared to be attached to a very large object. It was close enough that I thought that I could make out a textured metal, boxy, exterior on one small part, the rest was lost in shadow. The way that it turned, hovered, and maneuvered was not like any military, or civilian, craft that I am aware of. The placement of the lights was unlike any object I have ever seen. There were at least 20 people present who all saw the same thing, and there was no sound. Very large engines would be required for an object of that size to hover, change directions, and move slowly without crashing. We assumed it was classified military aircraft, and didn't say anything to anyone. Also, strange lights in the sky were a frequent thing at Ft. Huachuca.