One of the bone arrow heads I attached to the shaft with deer sinew I harvested from a deer last fall.
After selecting a piece of sinew, I leave it in some water for a few minutes to soften it up. Then I use it to attach the arrow head to the shaft. The sinew will harden, shrink, and glue itself together as it dries. So you don't even have to tie a knot, and I did this one without any additional glue.
The set contained twenty two arrows. The cane arrows are my favorite because they stay straight, and are easier to process into shafts. The privet is alright and is a good choice especially where I live, but it will tend to bend and stay that way until you heat or steam straighten them. I cut nocks right into the shaft, and the fletching was seven inches long, and cut in a medieval style. This may be quite long by most peoples standards but it worked well for me, and it gives it a really cool sound when an arrow is sent through the air.
Here are some of the bone points.
The finished set.