So how are they going to get to retirement?

Here's the real shocker: 9 percent say their savings accounts have only whatever the minimum required balance is; 28 percent say they have zero saved, and 21 percent don't even have a savings account.

While not having a savings account doesn't necessarily mean those people don't have a retirement account either, it does mean that it's liable to be a lot tougher for them to make it through all the way to retirement without having to pull out some of whatever they've got saved in a 401(k) or other retirement plan if there's an emergency.

The interesting pattern here is that, among those who do have a savings account, the older they are, the more money they're likely to have in it.

Boomers (aged 55–64) and seniors (ages 65 and up) have the most money saved among the different age groups, with 16.8 percent of the younger group and 20 percent of the 65-plus crowd saying they have $10,000 or more in savings.

Just 7.5 percent of younger millennials (ages 18–24) have managed to put away that much, despite the fact that they have a reputation for being savers.

Among those younger millennials, only 14.7 percent have saved only $1–$4,999.

Read: Millennials' savings habits recast as reality show

And 12.5 percent of older millennials—those from 25–34, also known as GenY—are in the same boat.

Pity the poor GenXers, those aged 35–54; 31 percent of them lay claim to a zero balance in savings accounts. Only 16 percent of them have managed to put away $10,000 or more.