Concrete nails are designed to sink into concrete simply by driving with a hammer. They are made of hardened galvanized steel and have thick shafts and pointed tips. Concrete is as hard as rock and cannot be easily penetrated, even with specially designed nails. They are not exactly like regular wood studs and will not go all the way through the concrete. In general, concrete nails will only penetrate about 1/4 inch to 3/4 inch. But that's usually enough to hold on tight. Once in, it's very difficult to pull them out.
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