Iron Dome (Israeli Defense System)
en.wikipedia.org
en.wikipedia.org
48 launched, 14 intercepted ~29.16%
The day before saw
117 launched, 29 intercepted ~24.79%
Two day total of 25.5% effectiveness..
Unfortunately the lunatic waving that machine gun around is hiding between innocent civilians, so when you shoot back, they die too. Lose lose situation.
I think it is technically feasible (if you can hit most rockets aimed at a population center, you can also hit most rockets that will fall a few miles outside of it), but not a good idea financially, and also unwise.
If they shot at everything, the opponents would fire a barrage of dead-cheap home-made rockets without any accuracy until the Israelis ran out of expensive Iron Dome rockets, and then fire a few more expensive and more accurate rockets.