No. While tornadoes certainly do produce low pressure, a depression is a different type of weather pattern.
If you are outside with no shelter a available and a tornado is coming the best option is to lie in a ditch or depression in the ground
Lie in a ditch or depression in the ground if you cannot get to shelter.
Lie down in a ditch or depression in the ground and cover your head.
If you are in a vehicle get to shelter. If you cannot and the tornado is far away, drive perpendicular to the path to get out of is way. If it is getting close abandon the vehicle and take cover in a ditch or depression.
Get to a nearby sturdy building if possible. If you have no access to shelter and the tornado is in the distance driver perpendicular or diagonal to the tornado's path depending on what the road allows. If the tornado is getting close get out of the vehicle and lie down in a ditch or depression. Do not seek shelter under a bridge.
If the tornado is close and approaching you, leave the vehicle for some sort of shelter, preferably underground. If you cannot get inside, lie in a ditch or depression in the ground.
If the tornado is in a distance, try to get out of the path by driving perpendicular or diagonal to its path. Do not attempt to outrun it. If the tornado is approaching and there is any doubt about your ability to get out of the way, get out of the gar and take cover in a ditch or depression.
Go lie in a ditch or depression in the ground. If none is available lie flat.
Get the the lowest place you can such as a ditch or depression and lie down. Cover your head.
Your best option is to lie down in a ditch or depression.
You should not be in the car. A car is a dangerous place to be if there is a tornado. If a tornado is coming, dry to get out of its path by driving at a right angle to its motion, or at least as close to one as the roads will allow. If you are unsure of your ability to escape, get out of the car and lie in a ditch or depression.
If you have not shelter, you must lie down in a ditch or depression in the ground and cover your head.