Here's Mockingbird notes that Bucky's gun is not ordinary but souped up:
http://static.comicvine.com/uploads/original/1/16715/3462275-win180.jpg
He makes the bulletproof Ares feel it with a point blank gunshot and sends him flying several feet:
http://static.comicvine.com/uploads/original/1/16715/3462277-win24.jpg
Here, he makes an alt universe Apocalypse Horseman Rulk bleed with a clean shot to the eye:
http://static.comicvine.com/uploads/original/1/16715/3462278-win135.png
Need more proof that the gun is not ordinary? It has a built in identification system. Anyone else tries to touch it, BOOM!:
http://static.comicvine.com/uploads/original/1/16715/3565771-win26.png
And his assault Rifle has explosive rounds as well, which are more like grenades. One round blew apart a rifle:
http://static.comicvine.com/uploads/original/1/16715/3462280-win25.png