I got off Depo-Provera in december and in january I had light bleeding for 2 days and recently started to bleed heavy. Is the Depo-Provera still effective in my body?

Yes and no. Although the depo is still having effects in your body and this can last many months, you should not rely on it for effective birth control after you stop getting the shot.
Yes. Depo last in your body for months but like dr bynes says, do not depend on it for birth control. To help with the bleeding, try the pill to control your cycle till the medication has time to get out of your body.