Aww. -Hugs-
I'm sorry to hear that.
I guess this is down to missing old friends or not making new ones? Or missing family. If it's missing family, send them lots of letters and call them. Hopefully, you'll be able to arrange visits.
Missing friends? Well, actually, pretty much the same would be a good idea. If there's more to it then that then joining a club would be good. Brownies, Scouts, Dance, Instrument, Sport etc. There's loads out there. That way you'll have something to take your mind off things whilst making new friends.
If you are being bullied, as obvious, don't suffer in silence! Make sure you tell someone, parents, teacher, auntie, uncle, grandparents, cousin, siblings, friends! Anyone. I know it may seem hard, but it's something that will help things.
If you miss you old home, like I said, joining a club will help take that off your mind. Ask your parents/teachers what clubs are available in your area.
If there is anything more serious, make sure you tell your parents. If you want to keep yourself to yourself, that's your choice, but something that is upsetting you I'm sure your parents can help you with.
Also, there are many child helplines which are in this topic:
BANNED TOPICS & POSTS. Of course this isn't a banned topic, but there is some useful information in there which I think
might be some help for you if this is a serious problem.
If you think you are depressed or anything, once again tell your parents. I'm sure they will understand and they can take you to your doctor.
Sorry if I over-reacted anything. I just wanted to give you as many options as possible to help you with your problem. As you didn't give much information on it, I decided it's best just to write everything possible.
Moreover, if you ever need a friend to chat to or just to talk randomly to, I'm always here. Just a PM away! x3