Pregnancy!!?

Can you be pregnant even if you get your period on the pill?!?! We use condoms and he pulls out (with condom on)!! I'm passing clots and stuff like that so its heavy like normal! I just get scared every month and I'm wondering what are any signs you are pregnant on the pill!? Just to look out for in the future !!! 
PS I use the pill religiously - same time everynight etc. and use it too my doctors guidelines ! xo
PLEASE HELP ! MUCH APPRECIATED