I now use a burlap bag packed with plactic bags from WalMart, the grocery store, etc, but if straw bales (not hay) comes to hand, I stack them three high on their sides so you're shooting intop the long ends of the straws, borrow a commercial bander from work to tighten them down as tight as possible then clamp at least 2 steel bands across the 3 bales, then I set them on top an old tire and when they are good and steady, I use a truck innertube cut crosswise to make a long tube, then cut the along inside seam and then drape that heavy rubber over the top of the bale stack, pull one end taut down one side then the other , using a lot of skewer stakes made from wire hangers around the perimeter to keep it in place. You end up with a dense, broadhead compatible, weatherproof, bug resistant target bale that will last for a decade. If you're worried about shooting heavy /wheelie bow arrows through it, pick up some truck trailer rain flaps on the side of the interstate , drill holes around the perimeter and use skewers to hold them in place on the back side of the bale.