Likely tennis or golfers elbow.
Compression sleeves help but don't fix the underlying cause (I know, because I have dealt with golfers elbow for a while).
More than likely, your form is off on some excercise. In my case, it was triceps... skull crushers (performed incorrectly and not with the arm at a 45 degree angle) and overhead extensions messed mine up.
Once I realized what it was and found out how to massage the tightness in my forearms, it improved.
Good luck!