What is the sub-class of depression called where you never seem to be overly emotional?

Dysthymia: Based on your description, it sounds like dysthymia, which is a chronic type of depression that doesn't waver all that much in terms of intensity, as opposed to major depression which wavers widely in intensity. Metaphorically speaking, those with dysthymia experience it as having to wear a coat made of lead, 24-7, with little variation.