As per link - http://activemq.apache.org/activemq-message-properties.html Message should have "JMSXDeliveryCount" used for Number of attempts to send the message
When checked from jconsole for message properties, it's missing though other Jms supported property like "JMSXGroupID" & "JMSXGroupSeq" is available
Note: -
The JMSXDeliveryCount property is only available when the message has been delivered once and then re-dispatched (session recover etc). If the delivery count of the message is zero then there will be no JMSXDeliveryCount present in the returned set from getPropertyNames() or the like.