We construct Exceptional Field Theory for the group SO(5,5) based on the
extended (6+16)-dimensional spacetime, which after reduction gives the maximal
D=6 supergravity. We present both a true action and a duality-invariant
pseudo-action formulations. All the fields of the theory depend on the complete
extended spacetime. The U-duality group SO(5,5) is made a geometric symmetry
of the theory by virtue of introducing the generalised Lie derivative that
incorporates a local duality transformation. Tensor hierarchy appears as a
natural consequence of the algebra of generalised Lie derivatives that are
viewed as gauge transformations. Upon truncating different subsets of the extra
coordinates, maximal supergravities in D=11 and D=10 (type IIB) can be
recovered from this theory.Comment: 33 pages + Appendi