Me and my fianc had sex a week ago, it was protected sex, and he pulled out, and we checked for holes in the condom with water, what are the chances?

Chances of what?: In the U.S., there is very little chance of holes being in a condom, very little chance of a condom breaking during typical penis-in-vagina sex, very little chance of pregnancy if using a condom properly, and very little chance of a home pregnancy test being wrong when tested 3 weeks after sex. That means in the U.S., couples don't have to check condoms for leakage (one less thing to do).