I am doing this now. My approach is to use JaCoCo ant tasks to instrument the binary byte-code files, and use a specific CLASSPATH to execute the instrumented binaries from an ant build.xml from Jenkins.
The reason for doing the code coverage from byte-code is that there is an existing set-up that runs test scripts for a large application using HP QuickTest Pro . I would imagine that the test coverage is in the single digits, but we need an empirical baseline to demonstrate the possible improvements in code coverage from doing unit tests during a build.