Maybe your visitors arent targeted enough. Are you getting your traffic from organic listings or ppc? Usually when a visitor comes to a website then leaves its because they didnt find what they were looking for.
If your using ppc then check the keywords your bidding on. Make sure they are highly targeted and add negative keywords to your campaign to weed out unwanted clicks.
If your traffic is coming from organic listings then you might want to consider optimizing for different keywords.
You should also check your competition. See who’s ads are running next to yours and see what they are doing.