Harry Callahan: I know what you're thinking."Did he fire six shots or only five?" Well, to tell you the truth, in all this excitement I kind of lost track myself. But being as this is a .44 Magnum, the most powerful handgun in the world, and would blow your head clean off, you've got to ask yourself a question: Do I feel lucky? Well, do ya punk?
De Georgio: Morning, Harry.
Harry Callahan: Morning, fatso. Bressler wants to see you.
De Georgio: You're a sweet man, Harry.
Harry Callahan: Where's the girl?
The Killer: You tried to kill me!
Harry Callahan: If I tried to do that your head would be splattered all over this field - now where's the girl?
Harry Callahan: What are you going to do with those?
Doctor: Going to cut your pants off.
Harry Callahan: No. I'll take them off.
Doctor: It'll hurt.
Harry Callahan: $29.50, let it hurt.
Harry Callahan: Well I'm all broken up about that man's rights.
Answer: He certainly knew at the start, which is why he felt confident in pointing the gun at the (disarmed) robber and pulling the trigger. Harry knew he was bluffing, but passed it off so well the robber wasn't sure. At the end of the film, again, he knew he had one bullet left and wanted to bait Scorpio into attacking him, giving him an excuse to fire.