Common protected (Encrypted) partition for both Windows and Ubuntu

I have installed Windows 10 and Ubuntu 16.04 on my hard drive. I like to encrypt a common partition which will be available for both Windows and Ubuntu. When I was using Windows as my only Operating System, I used Bitlocker for this. But now I'm unable to do that. What is the best and standard way to do this..?

Is there any encrypted supported partition format/type? (Partition type: fat32, ntfs, etc.)