Bricks aren't the best tool for exercise. They're rough on bare hands. They don't come in standardized weights. They lack ergonomic handles and tend to chip if dropped or even set down too hard. However, they do have the advantage of being cheaper than standard weight equipment. They are also more versatile than many other options, meaning you can use them in a wider range of exercises.
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Any exercise you can do with a dumbbell, you can do with a brick. Simply grip the brick in your hand and go through the standard range of motion for the exercise you have in mind. Because of the low weight of a standard brick as compared to a large dumbbell, this practice lends itself better to toning and shaping exercises than to building bulk. Use bricks for sets of high repetitions at low weight to get your best results.
Grip Strengthening Exercise
This exercise is a variant of one used by Bruce Lee when developing his hand strength for success in martial arts practice. Set two bricks together side by side. Stretch your hand to grip both of them using the pads of your fingers and thumbs. Squeeze the bricks together, then lift both off the ground. Hold for a slow count of 20 to 30, using your hand strength to create enough friction to keep the bricks together. Set them down, then try with the other hand.
This exercise builds balance and motor coordination. Begin by setting several bricks on a flat surface in a line, the bricks 18 to 24 inches apart. Walk across the space, stepping only on the bricks. As you get better at this drill, turn the bricks on their narrow side instead of the wide face. At expert levels, set the bricks on end. Beginners may want to wear wrestling shoes or other footwear with strong ankle support.
Another exercise borrowed from martial arts training, this practice builds endurance, static strength and personal discipline. Standing naturally, or in a stylized martial art stance you know, grip a brick in each hand. Hold your hands in a rigorous position such as straight out in front of you or directly overhead. Hold the position for several minutes, until you have difficulty maintaining the posture without your limbs shaking. Rest for a few minutes, then do it again.