E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
To be in the dumps. Out of spirits; in the sullens. According to etymological fable, it is derived from Dumops, King of Egypt, who built a pyramid and died of melancholy. Gays Third Pastoral is Wednesday, or the Dumps. (German, dumm, stupid, dull.)
Why, how now, daughter Katbarine? in your dumps?Shakespeare: Taming of the Shrew. ii. 1.