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You can be pregnant if you have had unprotected intercourse after coming off the Depo shot, if the time of intercourse was closer to ovulation time (and if your fertility/ovulation has returned back immediately). Wait and watch for your periods. Look out for development of any other new symptoms if pregnancy is suspected. If periods do not start within 10 days of expected period dates, or if you get abnormal periods, or if you suspect chances of pregnancy, consider visiting your doctor/gynecologist at the earliest for thorough examination (to confirm pregnancy related changes/signs in body) and blood/serum HCG level test (to confirm/rule out pregnancy accurately). Be in regular monitoring and follow-up with your treating doctor/gynecologist and report any new/abnormal symptoms immediately.
Take care.