http://buildbot.com.br/blog/configuracao-do-modulo-bluetooth-hc-06-com-arduino/
Para enviar os comandos AT tente mudar a velocidade do software serial para 115200
http://www.arduinoecia.com.br/2013/03/modulo-bluetooth-jy-mcu-configuracao.html
Outros Comandos
AT : Ceck the connection.
AT+NAME : See default name
AT+ADDR : see default address
AT+VERSION : See version
AT+UART : See baudrate
AT+ROLE: See role of bt module(1=master/0=slave)
AT+RESET : Reset and exit AT mode
AT+ORGL : Restore factory settings
AT+PSWD: see default password
http://www.instructables.com/id/AT-command-mode-of-HC-05-Bluetooth-module/