Bullets, we left the arrows and speargun spears at home
I probably would have answered with the exact brand/bullet weight/part number of the ammo I was shooting.
(unless it was outdoors instead of at a range, then I might say I'm shootin' frogs n turtles to make froglegs n turtle soup for lunch)
My third thought would be what type of gun I was shooting.
I never take offense when people misunderstand a question of mine, I often ask people to rephrase theirs, I've read lots of depositions over 25 years, it's amazing any two random people can actually communicate sometimes.