threaten miscarriage

i went to the ER last night , i felt like i wasn't pregnant anymore , no alarming signs or anything but as they did the ultrasound the nurse seemed very hesitant to look at me or tell me anything as she said she couldn't , as soon as they put me back to my room i felt like my baby's life was on pause, the doctor came and said there isn't a baby inside ... but suggested that it was a threatened abortion ? i was confused he kept talking fast i couldn't really understand. anyone know what this means ? i didn't have any bleeding what so ever