I can emphasise with you, since i'm in a similar position. I think it's fairly common, if you're aiming for a competitive career and just miss out whilst at university. I know loads of people who graduated with nothing solid lined up, many did a masters to buy themselves some time. It's a paradox, but I feel like my life is on hold and passing me by at the same time. I had such high expectations of myself at university and didn't really envisage the possibility of graduating with nothing lined up.
I went to a top university and completed 5 internships in various sectors (at some very big companies) one of which finished at the beginning of September. I did lots of extra curriculars, such as running societies, editing the student paper, played sport at national level. I'm already feeling despondent, and I've been out of work for about 5 weeks. As a recent graduate, I've not had much joy with applying through resources like indeed/monster etc.
I'm in the process of applying for graduate schemes/thinking of volunteering overseas, so not sure if I should really be looking for a full time office role atm. However, I can't spend my days at home applying for graduates schemes, it's not healthy!. As a recent graduate, graduate level schemes seem to be the best route, if you don't have years of experience working in offices. I'm at the point where retail may be a temporary measure, but I've heard mixed messages about what this can do for your CV.