Also, once you have run out of blood to trail and have made your grid searches and if still cannot find him I would go to any nearby water source and as others have said, check the thickest spots around where he was headed. Those pieces of bone almost sounds like you hit a leg bone, possibly the front leg as it was quartering away from you. Best of luck to you. Dont get depressed over this. Use it as a learning experience as most all of us hunters have experienced this at some point, especially bow hunters. Just keep positive and look hard as the deer deserves that. Please let us know how it works out.