Small, hard bug bite with clear bubble on top

I have gotten a few of them. They are only the size of a pin head and are clear and hard. Clear liquid comes out. On the top, there is a tiny dot or bubble. The bug bite itself does not itch but the area around it does very bad. However, once the bite is scratched, the relief normally associated with itching a mosquito bite is not present. Instead, it hurts pretty bad. I am really interested in what causes these bumps, if it's a bug bite at all.