35 weeks. Bleeding

Last night after sex, which wasn't painful at all and we do often, well after we were done we noticed I had started bleeding A LOT of bright red blood. It was probably enough to soak up a large tampon and it soaked up a mini pad that I put on. I didn't have much pain though only started noticing heavy cramps. I could still feel her moving around all night which was keeping my mind at ease. We went to the ER in the morning and they said I probably just irritated my cervix and that baby sounds good. They tried to check my cervix but she couldn't feel it and said I should be fine and that it doesn't feel like baby is head down yet either. I was kind of irritated she didn't check but I let it be. Has this experience happened to anyone around this time in their pregnancy?