Methods and instruments for assessing bone, for example fracture risk, in a subject in which a test probe is inserted through the skin of the subject so that the test probe contacts the subject's bone and the resistance of the test bone to microscopic fracture by the test probe is determined. Macroscopic bone fracture risk is assessed by measuring the resistance of the bone to microscopic fractures caused by the test probe. The microscopic fractures are so small that they pose negligible health risks. The instrument may also be useful in characterizing other materials, especially if it is necessary to penetrate a layer to get to the material to be characterized.