Make sure u are in 11.0.A.3.28 or 11.0.A.3.18 firmware
ALONE with Locked Bootloader..
This method Dosent Work on 11.0.A.7.5 Firmware!
By editandroid.blogspot.com
for 11.0.A.3.28 firmware download from here and flash it 
if u dont have a flash tool download it from here for windows and install drivers located in C:\Flashtool\drivers (choose all drivers) since flash tool does not have xperia j drivers..u may hav flashing problem...for that
1.download and extract d ST26.zip ive uploaded2.open flash tool3.click devices>import4.navigate to d file u've extracted5.now xperia j driver is installedu can now flash without problems Now back to rooting...
Root first! thn apply CWM!
Steps for Rooting:
1.extract Root_J.zip
2.make sure 'usb debugging' is enabled in devolpment settings
3.double click Runme.bat file for windows users...runme.sh for linux users
4.wait for process to finish (mostly should work)
Steps for CWM:
1.extract CWM_J.zip
2.'usb debugging' on
3.double click 'install.bat' only for windows (linux not working! my bad..)
4.wait for it.....installed! close the shell program and switch off the phone..
Plug in charger or USB....the phone switches on....press up and down volume keys repeatedly when SONY logo flashes.....voila u get into CWM! 
You need plugged in charger or USB to goto CWM! Else CWM wont Work!!
reboot to system and see if supersu is installed finish! ur phone is rooted and cwm is installed !! CWM has little bugs ..but its a never mind stuff..
use arrow keys to navigate..power button to select and 'go back' option in cwm itself to go to previous options.
Comment if it worked for you...let others know!
Download Files Below: