While working on demonstration, I wanted to show loopback interface traffic, as usual Wireshark is the best...but soon I found "WinPcap"driver which is being used by Wireshark does't capture the local loopback address.
For more information you can refer link from Wireshark:
http://wiki.wireshark.org/CaptureSetup/Loopback
"RawCap" tool is capable of capturing loopback traffic.
Captured LoopBack Traffic :

Hope this will be helpful !