2004 Mercury Mountaineer Changing brakes

Did you open any lines or bleeders? If not turn the truck off and gently pump the pedal, you need to pump the pistons back out until they contact the rotor...if you opened anythine, tell us what steps you did!

Nope, didn't open anything at all.

I pumped them and they firmed up but then went to the floor again when you hold them down.

Which calipers are on the back? Built in parking brake with the cable attached, or not? And did you open the cap on the master before you pushed the pistons in? And if you added fluid, what kind?

I did not open the cap b4 pushing the pistons in. built in parking brake.

You used the caliper tool, to turn the pistons back into the bores? And did you peel the dust boots back to inspect for leaks? Try this to locate your bad part, get four brake hose clamps, put one on each hose, if the pedal is now high and hard, remove the clamps one wheel at a time, when the bad caliper is found, you will have the sinking pedal. If the pedal sinks with all four clamps on, the master is bad. Use only DOT 3 brake fluid when addeing fkuid!