Feeling down in the dumps - any advice for me?

I'm a guy, mid-30s, and just had a pretty sucky week. I've been kinda depressed for awhile since my life is not going where I want it to go. I have not been performing at my job, have had trouble making friends, and am still single. Wonder how I got here in spite of top-tier education, and a position at a top-tier firm most people covet. This week has been especially tough since the girl I was going out with basically stopped all contact with me - after spending several nights at my place, and dating for 2 months, when I actually thought things were going well. I have confronted her about it, she says she doesn't play games and will call back, but gives me radio silence yet again for a week. Job wise, I have just not been able to concentrate and do well. I got some harsh feedback this time and most likely will mean I'll lose my job in a couple months (I work for a firm with a strict up or out policy). On the social side, I used to just shut people out, but lately have been trying to reach out, and ask if we can do stuff, but people have just not been responsive. I sent an email/call, and there's nothing back. On the family side, I keep visiting my brother and his family almost every few months (because I have no one else to see), and although they are very nice to me, they have not visited me even once. Not sure how I got here. How do I fix all this? I'm feeling pretty depressed - especially when I look around and everyone my age has moved squarely into a new chapter of life with marriage, kids, house, etc. and I'm still living some weird nomadic single life.