The regular P Nigra suffers no leaf loss at all in zone 6 given plastic tarp protection and it puts out a decent size increase afterwards, but if it was unprotected it would probably get complete leaf loss and some top kill.
If this is the first bamboo you're trying out I would suggest getting a hardier species such as Parvifolia, spectabilis, or atrovaginata.
The P Nigra henon which is supposed to be hardier than the regular type gets about half of its leaves burned in the winter, but that one was exposed. If you don't mind tarping your bamboo every winter, then go ahead and get it. I've been successful growing moso in zone 6, and got a moso bicolor this year which I will probably triple tarp + milk jugs filled with water so it is possible to grow marginal species with the appropiate protection.
Here's some of the shoots from a 5 gallon P Nigra-regular black type
