At that age they should be. What breed are they? Sounds like you might need to talk to your vet.
Did you get the lutalyse from a vet? If not, was it stored correctly? Does it have a current expiration date?
Lutalyse, which is a prostaglandin, will only have an effect if there is a viable corpus luteum to degenarate. Effectively it means that a single shot of Lutalyse will only have an effect from day 5 or 6 till day 16 or 17. Before that there isn't a viable CL yet and after that the CL is already degenerating and the heifer will be in heat anyway.
After a single shot of lutalyse expect about 65% of the heifers to show signs of heat within the next 6 days after the shot. Another option is to give a second shot 11 days after the first and theoretically all the heifers will be in heat 2-5 days after the second shot.
Your options are limited if its been longer than 11 days since you gave the Lutalyse, then i suggest its better to let the bull have his run and pregcheck 6 weeks after you pull him out.
I agree with Knersie & Dun.
What condition are they in? No matter how old they are, if they haven't reached a good weight, they won't be cycling & the shot only works on cycling cattle. But, that is amazing that NONE responded at that age.
What do they weigh??