I have also been wondering about this topic, and to the best of my knowledge, a withdrawal bleed is a fairly good sign one is not pregnant. From what I have read, the lining of the uterus would NOT shed if one were pregnant, and so no bleeding would occur. I have also read that for most women who become pregnant on the pill, a MISSED withdrawal bleed is their first sign of pregnancy.
But, please remember, if you have been taking your pills correctly, there is a very slim chance you are pregnant.
I am going to my doctor soon and I will ask her about this and get back to you, as I am curious myself! Best of luck.