Starting with the Extreme base stations that sported Gigabit Ethernet ports, Apple used the Broadcom BCM5395 Ethernet chip which does support Jumbo Frames up to 9728 bytes .... however, I've yet to see it actually work.
One simple test if you have, at least, two computers is to do a ping between them with both connected to the base station by Ethernet. Open Terminal on one of the Macs and enter the following at the command prompt: ping -D -s 8184 <destination IP>. If the ping "fails" the connection is not using jumbo frames. A failure would include a "sendto: Message too long" error.
Also be sure that each Mac is configured to use jumbo frames. System Preferences > Network > Ethernet > Advanced > Hardware tab > Configure: Manually & MTU: Jumbo (9000)
For example, when pinging my MacBook Pro @ 192.168.1.145 from my Mac mini, I would enter: ping -D -s 8184 192.168.1.145 <return>