At my 36w appt. I was the same as you no dilation or effacement. I wasn't having any pressure or BH. Then, come 37w appt, I was dilated 1.5 and cervix was closed. At my 38w appt (last week), I was dilated 3 and she said -2 station engaged. She told me I would have baby within the week. It looks like I will be making my appt for in the morning unless baby decides he wants to get with the program sometime this evening and send me to the hospital. I'm 90% sure my doc will want to schedule an induction, so hopefully I will have baby this weekend.
My advice to you is to not dwell or think to much about how your body is progressing because it will drive you CRAZY. Trust me, I was doing that and finally had to let it go because I was being grumpy and b!tchy towards DH about it and it wasn't his fault. Your body will start to progress and you will be surprised at your next appt and breathe a sigh of relief that your body got the memo, finally.
GL and HTH.