If you say we were in a club, it sounds more like a recreational club or group of people (ex. A chess club or something like that.) If you say we were at a club, it sounds like you went to a club/disco/bar. But I think it would be more natural to say we went to a club today, unless someone asked you, "Where were you, I was calling you all day (for example)?"

You might want to add this little extra bit of information just to help the paragraph go together (be more cohesive). Unless you are comparing yourself with someone else, the "too" is unnecessary.