But I have my box filled with heavy duty burlap coffee bags. It depends some on the power of your gun. My R7 (480-650 fps .177) is pretty mild and won't shoot through a couple layers of the bags. A hot rock precharged or spring gun might need a tougher back stop, maybe some plywood at the rear for insurance.
The nice thing about the above system is its quiet compared to a metal trap, and cheap and easier compared to a duct seal trap.