Detectives discovered a quantity of ammunition when they searched a number of addresses linked to a bank raid at Nat West in High Street, Lutterworth.
The find has been linked to an attempted robbery at the bank yesterday.
Two armed men threatened staff shortly before 10.30am. However, it is believed they left the bank empty-handed.
Witnesses said a shot was fired, but police have not yet been able to confirm this.
Three men, all from Leicestershire, were arrested later and remain in police custody.
Detectives reported today that a quantity of ammunition was found at one of a number of addresses which were later searched as part of the investigation.
The officer in charge of the investigation has urged people to contact the force if they have any information about the raid.
Officers believe the men left the bank in a black Volvo V70 estate car which was displaying false number plates.
However, both before and after the incident officers believe the vehicle may have had the registration number S541 JRV.
Detective Inspector Shaun Orton said: "I would like to speak to anyone who saw the dark coloured Volvo in the days and hours running up to the incident. We believe it was parked and driven about in the open. If you think you may have seen it please get in touch.
"We would also like to hear from anyone who saw a silver coloured Range Rover Sport either immediately before of after the incident.
"Since the incident took place we have been carrying out a through investigation and a number or premises have been searched. During one of these searches some ammunition was found."
Contact Leicestershire Police on 101 or Crimestoppers, which is anonymous, on 0800 555 111.
The find has been linked to an attempted robbery at the bank yesterday.
Two armed men threatened staff shortly before 10.30am. However, it is believed they left the bank empty-handed.
Witnesses said a shot was fired, but police have not yet been able to confirm this.
Three men, all from Leicestershire, were arrested later and remain in police custody.
Detectives reported today that a quantity of ammunition was found at one of a number of addresses which were later searched as part of the investigation.
The officer in charge of the investigation has urged people to contact the force if they have any information about the raid.
Officers believe the men left the bank in a black Volvo V70 estate car which was displaying false number plates.
However, both before and after the incident officers believe the vehicle may have had the registration number S541 JRV.
Detective Inspector Shaun Orton said: "I would like to speak to anyone who saw the dark coloured Volvo in the days and hours running up to the incident. We believe it was parked and driven about in the open. If you think you may have seen it please get in touch.
"We would also like to hear from anyone who saw a silver coloured Range Rover Sport either immediately before of after the incident.
"Since the incident took place we have been carrying out a through investigation and a number or premises have been searched. During one of these searches some ammunition was found."
Contact Leicestershire Police on 101 or Crimestoppers, which is anonymous, on 0800 555 111.
