Ac Induction or Broken Wire?
As others have already commented, the touchless voltage detectors are often too sensitive. I've found that if I keep a finger on one side of the detector tip while checking individual wires in a box it takes care of the oversensitivity. Try laying a finger on one side of the detector pen tip while checking for voltage on the bar or bracket. If it still beeps, get a multimeter and extend a connected wire from the bar down to where you can test between it and the grounded (third) prong of three-prong outlet or other ground connection to see if you have voltage. Using this wire extension from the bar setup you can also check for voltage between it and neutral, and between it and hot. Record your findings and comment here.

It is possible you may have skinned a wire with a mounting screw without breaking it. It is also possible that you are not getting shocked because the other surfaces you are touching is not sufficient to ground you, especially if you are wearing rubber soled shoes. One day you may grab a hold of the bar in bare feet, expecting to do a few reps and find yourself needing a defibrillator instead. I think it is worth doing a few more tests to be on the safe side.