midnight
`` Why , '' exclaimed Grady , lowering his voice as he led us through the lobby , `` it 's the most mysterious thing , I think , that I 've ever seen ! '' `` In what way ? '' prompted Kennedy . `` Well , '' continued Grady , `` it must have been just a bit after midnight that one of the elevator-boys heard what sounded like a muffled report in a room on the tenth floor . There were other employees and some guests about at the time , and it was only a matter of seconds before they were on the spot . Finally , the sound was located as having come probably from Captain Shirley 's room . But the door was locked -- on the inside .