I would agree with spade especially because I have had 2 chemical pregnancies before.
Even if the egg is fertilized if it does not latch on correctly or at all, you will go on to get your period, usually late by a few days.
At this point the best thing to do is go to your doc, as soon as you can and request a blood test to see if their is hcg in your system.
It sounds like you might have had a chemical pregnancy. This is when a women suffers a very early miscarriage (usually around the time her period is due).
Bleeding during pregnancy is not common and heavy bleeding is not usually a good sign. If you had an early miscarriage, a blood test likely would not detect pregnancy.
In your case, I would suggest you go back to the doctor and ask for a 2nd blood test to find what with 100% certainly what is going on.