No, the Federal and State refunds do not arrive in one deposit. And if they were to even arrive on the same day, that would be a huge coincidence. They come separately from 2 different tax agencies, each doing their own thing and most likely will be on different days.
You can track the Federal refund here:
http://www.irs.gov/Refunds
To track a state refund:
https://ttlc.intuit.com/questions/1899433-how-do-i-track-my-state-refund
