I doubt you will be able to fine any "closed back" headphones that do not leak sound at high volume levels. They will certainly be better at reducing the amount of sound heard by others with "open back" cans, but they will be heard. While not noise cancelling, Sennheiser HD280 headphones are comfortable closed back headphones that can be found at reasonable sale prices. The Audio Technica ATN-ANC7 noise cancelling headphones are closed back, but my son's do leak at high volume....that's when I throw a pillow at him to turn the volume down and save what is left of his hearing.
If you continually expose your ears to high volume music, headphones - speakers - or ear buds, you WILL lose the ability to hear certain frequencies later in life...it's a slow process, but ultimately the damage is cummulitive and ir-reversible.