I caged my pen in with 11 1/2 gauge 2x4 weld wire and then put 1" chicken wire on the bottom 3 feet.
Similarly, I used 1/2" hardware cloth on the bottom 3 feet, and an additional 18" underground. Added some river rock at the bottom of my trench as well.
If there's any doubt, then there is no doubt... The gut don't never lie.
