Am I pregnant or confused?

I went to the ER last night due to cramping and they did a sonogram. I am about 5 weeks and 2 days pregnant but they didn't see a baby. They told me I was more than likely having a miscarriage but there is no bleeding. I am not understanding.....my HCG was high and had a postivie pregnancy test, 4 of them, what could be wrong? I told them maybe my baby is just tiny but they told me there was only a 10% chance of that but more than likely I was going to have a miscarriage. I feel he was wrong.....I need input!! I was crying my eyes out, I have been trying for 2 years now and I don't wanna lose this baby