If the lump is located under the skin over the tailbone, just above the cleft of the buttocks, and was associated with very excruciating pain, redness, swelling, chills, before it started to bleed, it could be a pilonidal cyst that got infected.
If the lump is located above the anus, near the anal opening could be anal abscess, but if the lump is located at the anal opening itself and is associated with chronic constipation or straining, it could be external hemorrhoids.
Bleeding pilonidal cyst is an indication to see your physician.
Usually, the cyst should drain to improve, but, the wound should be evaluated in order to clean it completely from pus, skin debris and hair.
The wound should be covered and washed every day to heal properly.
Your physician will check for possible complication like spreading infection and need for antibiotic treatment.
There are surgical techniques for treating pilonidal cyst, but, the cyst tend to reoccur.
See your physician or abdominal surgeon specialized in treating this cyst (abscess).