Battle with Depression. My goals?

I m a 23 year old B.tech graduate.I am constantly losing the battle with depression,the reason for this is I am still unemployed and wasting my life.Earlier I started preparing for the national wide competitive exams but I couldn't achieve the desired result.Some of my friends made into some professional jobs and that makes me to feel jealousy.My parents,some relatives always makes fun of me .So Depression sets in,I am not getting proper sleep.I also have frequent headaches and weight loss.Sometimes I lock myself in a closed room and cry endlessly.I also shared my feelings and emotions to some of my relatives but all they can do was show sympathy on me.How can I overcome depression and achieve my goals?Plz help me.Thank you.