Could I be pregnant early?

On February 11, I had a depo shot, and I was not on my period. The doctor gave me a pregnancy test, and it was negative. But, lately I have been having all of these pregnancy symptoms. I did take a test this week and it was negative, but could I just be early pregnant? I really feel like I'm pregnant though, what do you think. I also had sex the same night I got my injection, my doctor told me that I could, but I've been reading that it takes more than a day for depo to be effective

It is quite possible that you are pregnant. There is no form of birth control that is 100% effective. And it does take a week or two for the shot to be effective.