Keening can be found in Odrosal. The Odrosal Dwemer Training Academy only has three creatures in it: a Flame Atronach, a Golden Saint and Dagoth Odros, an Ash Vampire. The short route to Keening is to go through the first set of doors to your right (level 20 lock) and climb the ladder to the tower that you'll find against the back wall. But the area isn't that large, the creatures aren't that tough and there are a ton of Dwarven weapons and armor scattered about.

Dagoth Odros (30th level Ash Vampire): 440 HP/360 MP, no weapons, no armor, 90% combat, 90% magic, 100% stealth

And the object of all of this is:

Keening (Dwarven Shortsword, 9-15/9-15/9-18), constant effect: