A data point from FiveThirtyEight's coverage of Monday night's events in Ferguson is worth pulling out. "U.S. attorneys prosecuted 162,000 federal cases in 2010," the site's Ben Casselman writes, "the most recent year for which we have data. Grand juries declined to return an indictment in 11 of them."
That data is from a report from the Bureau of Justice Statistics and covers October 1, 2009, to September 30, 2010. Over that time period, over 193,000 federal offenses were investigated, about 16 percent of which were declined for prosecution. That leaves just over 162,300 offenses that the government tried to prosecute. And the grand jury decided against doing so 11 times, finding no true bill or a lack of evidence to do so.
As 538 and others have pointed out, this is a look at federal grand jury work, not state. Data for Missouri, where the Ferguson grand jury was assembled, isn't available. But it reinforces the go-to aphorism about grand juries: grand juries would return an indictment against a ham sandwich.
It's not always that simple.