Some folks use a pack, a rolled ghillie, a sock with sand or rice, etc. in lieu of a sandbag, bipod, Grip-pod, etc. Another option is the Redi-Rest, a "Portable Rest for Range and Field Use Provides a stable shooting platform for rifle or pistol" Redi-Rest weighs less than two pounds, has a removable shoulder-strap and is made of a firm foam material covered in nylon.
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Get one at Student of the Gun.
