Do you have to worry about pregnancy if you KNOW the condom didn't break?

Every time my boyfriend and I have sex, we always check the condom afterward. I know this sounds a bit childish but I fill it up with water and tie off the end to see if it leaks and I've never had one that's leaked. Is there really anything to worry about at all if the condom didn't break? I'm not on birth control. I'm just getting a little freaked out heavier we had sex 3 times in one day during my fertile window and now a week later I've been experiencing some weird symptoms like mood swings, depression, cramps and tummy trouble. My period is supposed to come in 6 days.