The standard for this was supposed to be Application Response Measurement (ARM). It was a cross language set of APIs that did just what you were looking for. The issue is that the products that implement this spec all tend to be big, expensive "enterprise" level monitoring tools. Think multi-week installs, consultants, more infrastructure and lots of buzzwords.
Still, if this is a mission critical app with a mission critical budget, this may be what you need. But you may be able to build your own that does just enough without too much effort. A quick search turns up at least one open source ARM implementation if you still want to use that API.
Another option is to simply to have transactions you can run against each tier of the system to check general responsiveness. For example you can have a static web page on the LB, a no-op tx on the app server, a "hello" servlet on the Java app, put a message directly on the queue, etc. During a performance / load test, these could be hit directly by the load testing tool or you could write a wrapper servlet / application call that does this as a single HTTP (RMI?) call. Running these a few times a minute won't add too much load to the system, but it should help you pinpoint which tier is slower. The nice thing about this approach is that it also works in production, just watch out for security issues.
For single user kind of test, where you know you have problem (e.g. this tx is "slow"), I have also had pretty good luck with network tracing. It's very tedious, but when you aren't sure what tier is slow, starting up a network trace on a few machines and running a single tx usually gives a good idea of what the system is doing.
