I used to do EMDR a lot with my T and I never cried. She told me that there is no right or wrong way to do EMDR and it can work even if you think it's not, because it makes changes in your brain. Please don't base the effectiveness of EMDR on one session. Also, did your T tell you that you might feel the effects later, like in a day or two? EMDR is different for everyone, and to my knowledge, it isn't necessary to cry.

I've never cried in therapy. I wish I could but it's not something we can force ourselves to do. Can you cry outside of therapy?

Give EMDR some time if you can. Good luck!