I did the same thing with a penny, then I found that some penny's made 1982 and before are 95% copper(I say some because 1982 was the change over year and some are made in Zinc), those made after 1982 are 99.2% Zinc. The copper penny will bend like what you saw in the nickel and dime (however I have not shot at them, I have only tried to shoot a penny)