Quite a few. There is one in Yujing, Yingbin Road. There is also an old competition gymnasium next to No.2 Middle School. I think these two places are quite close to you.

If you just want to do aerobics there, I suggest you go to the Finance Bureau Square opposite Taihang. Every night, a large group of people dance there, free and energetic. Go and have a look if you are interested.