Make sure that the site created inside your ConvertBar dashboard matches the domain of your ClickFunnels domain.
If you're using a ClickFunnels domain then your site will be yoursite.clickfunnels.com
If you are using your own domain then your site will be mydomain.com
See this tutorial on how to add a site to your ConvertBar account.
Login to your ClickFunnels account.
Select FUNNELS from the top menu, then select the funnel name.
Select the page you wish to add your ConvertBar to, then click EDIT PAGE to load the editor.
Go to SETTINGS > TRACKING CODE
Select the second tab </> FOOTER CODE, and paste your ConvertBar embed code into the box. To locate your ConvertBar embed code see this tutorial.
When you are done exit the window and press SAVE in the top right hand corner.
Note: If you are editing the page in the CLASSIC EDITOR, go to SETTINGS > TRACKING CODES > then paste the ConvertBar embed code into the bottom footer box. Select SAVE from the right hand menu, then click on EXIT.