This functionality has been added to tmux in this commit. It is not in version 2.2, but it looks like it will be in 2.3.
To enable it:
tmux set -g pane-border-status top
or if you prefer:
tmux set -g pane-border-status bottom
To set a custom text as your pane border status line you can make use of pane-border-format, e.g. like so:
tmux set -g pane-border-format "#{pane_index} #{pane_current_command}"