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If you have intercourse while being on menstrual bleeding it usually does not lead to pregnancy as chances of egg being present during bleeding is nil. Wait and watch for your next periods/withdrawal bleeding. If pregnancy is suspected, look out for development of any new symptoms. If you do not start with periods within 10 days of expected period dates, or if you get abnormal periods, or if you develop symptoms suggestive of pregnancy, you should consider visiting your gynecologist for thorough examination (to confirm pregnancy related changes/signs in body) and blood/serum HCG level test (to confirm/rule out pregnancy accurately). Be regular with your birth control use. Use additional protection if needed for extra protection (especially if you are not regular with your birth control use as using more than 1 birth control method gives to better protection).
Take care.