[morzh]

No, this means really "what I say all day goes in one ear and gets from another and nothing stays in between" (literally yes, goes fruitless).

Those are slightly modified words from Kaffeekantate by J.S. Bach where the father, Herr Schlendrian tries to get his daughter Liesgen who is addicted to coffee to give it up.

Was ich immer alle Tage
Meiner Tochter Liesgen sage
Gehet ohne Frucht vorbei