Check your lease agreements. In Texas, the law says that anything attached to the building by a screw instead of a finishing nail becomes the property of the landowner and if you read the lease agreements in that State, they all say that you must attach everything with a screw not a finishing nail. They do this because it assures the landowner the maximum amount of rights in the case of a dispute over fixtures cause if it's attached with a screw, it's theirs. Usually it isn't a problem but you might not get your damage deposit back. There are specific screws and bolts for mounting to a concrete ceiling and it's not something that's as easily replaced as drywall, try finding some gym furniture that supports the bar with legs, maybe build one from pipes and T and angle connectors. Home depot will often cut and thread the pipes for you, try to plan it so you can actually screw all the pieces together without unscrewing another piece.