The primary purpose of the EEOC investigation is to determine whether the EEOC will sue the employer on your behalf. The EEOC only takes a very small number of the cases it reviews to court. In the vast majority of cases at the end of the investigation it will issue to the employee a right to sue letter. That allows you to get a lawyer and sue the employer yourself for the alleged discrimination.
Has the EEOC filed suit on your behalf in this case? That would be unusual and would point to a strong case for you. Depositions are only possible after a lawsuit is filed. If no lawsuit has been filed then this was not a deposition. If no lawsuit has been filed yet, then the case is still in the investigation stage. The EEOC may ask the parties to participate in mediation. It will matter whether the statements made by the employer were in a deposition or in a mediation.