There is a way to monitor the ADO.NET connection pool. Open the administrator applet Performance and add counters from the .Net CLR Data performance object. There are various SqlClient counters.
In a related note, you can enable ODBC connection pool counters on the ODBC Data Source Administrator applet. Click on the Connection Pooling tab and use the Enable setting under PerfMon. I had to exit PerfMon and re-enter it to see the change.