A fertilized egg travels into the uterus and implants in the uterine lining. When this occurs, the fertilized egg then starts secreting the pregnancy hormone called human chorionic gonadotrophin (HCG).
HCG can be found in your urine as early as 6 days past ovulation. Very sensitive home pregnancy tests can detect your pregnancy at about 9 or 10 days past ovulation in a significant percentage of cases. The pregnancy tests on the market today are manufactured with monoclonal antibodies that detect minute traces of HCG. The number of fertilized eggs does not have any correlation to the pregnancy test results. The Mayo Clinic has a good article about this.
Hope this helps (and congratulations)!