When you say "I was told" [I'd have full protection till the start of my periods, even when the pack gets over] -- who told you, your doctor or pharmacist? Or was it just something you read on the Internet? I'd say it's true, given that you had sex during the 4 days after your last hormonal pill but before your menstrual flow began. The last pack of live pills would still be having an effect, and your body would be readying itself to have a period, not to ovulate.
If you had had sex on the last day of your actual menstrual flow, I'd suggest that you be sure to continue the pill if there is any chance the guy's sperm lasted into your new month. (Sperm can last 4-6 days in the woman's body.) So even in a new month where you didn't have sex, if you had sex at the tail end of the old month you should continue on the pill. But it doesn't sound like that is what happened, and even if it had, you would not be ovulating on the first day of the new month anyway.