I have finished all of the first 5 seasons of Game of Thrones, and just starting on Game of Thrones Season 6 Episode 1. So refrain from spoilers, if you can.
In the opening scene of Season 6 Episode 1, Davos is the first who finds out that Jon Snow is stabbed, repeatedly, by the rebellious fraction of the Night Watch. In the opening scene Davos sees Jon lying not so far away from his quarters, and therefore starting from his room, Davos can arrive pretty quickly on the scene-- we can thus conclude that he is close to where it happens when it happens.
My question is, why does no one hear what's going on when the mutiny happens? Davos and others are men with hardened military experience, so sleeping too soundly to have noticed what is going on simply isn't a very convincing explanation.