What Would A Pus Filled Bump That Has Become A Hole Possibly Be?

I woke up one morning and noticed I had a large bump on my left leg which was tender and slightly red. After a day or two i realized that the bump was warm and becoming even more sensitive. I tried to look for a bite or something but did not find a thing. I later decided to poke a hole (should not have done) to see what would come out and found a little bit of pus came out. As days go by i notices the bump is getting flatter but is getting wider and the area is still slightly red. The area continues to ooze a pus like matter and blood. I go to the doctor after 6 days and he says its a bite, but i never felt a thing and saw no mark or anything. He prescribe antibiotics. However a day after (today) i notice the hole is a lot larger that it started out and flesh is pushings its way out to the point where i now have a small but ugly hole in my leg. Im freaked out. Will the hole ever fill in? And could it be something else other that a bug bite?