Today we noticed that Rocket was walking with a very bad limp. He wasn't using his back leg at all.
After telling the kids to be very gentle with him, Hailey told me she saw him fall out of the willow. She even showed me where he fell, which is also where there was a broken branch on the ground.
Assuming she was telling me the truth, he fell a long way.
So, we're babying him until he starts feeling better.