The following information relates to a futures market contract:

Initial futures price on Day $0$: $$220$ Initial margin requirement $$10$ Maintenance margin requirement $$6$ Settlement price on Day $1$: $$225$ Settlement price on Day $2$: $$216$ Settlement price on Day $3$: $$212$

If no funds are withdrawn and margin calls are met at the beginning of the next day, what is the ending balance on Day $3$ for an investor with a short position of $10$ contracts?