Well, dramatic irony exists in any piece of literature when a character doesn't know something and we (as the readers and/or the audience) DO know something.  In this way, we know more than the characters.  Dramatic irony certainly exists in Sophocles' Electra. Let's take a look at the examples.

Dramatic irony exists in Electra in both minor and major ways.  One of the first instances of dramatic irony takes the form of counsel by Apollo.  WE know that Apollo has asked that the avenging of the murders be done in secret.  It is ONLY Electra and Orestes who know this (and no other characters). 

A second instance of dramatic irony has to do with the murderers when Orestes and his friends confront them.  WE know that Orestes and his companions are out to avenge the murder, but the murderers do NOT know this.  They assume Orestes and his companions are strangers on the road.  A second aspect of this dramatic irony is that WE know Orestes is still alive (and is in fact one of the "strangers") but the murderers think that Orestes was killed in an accident involving a chariot.  The murderers think the strangers are returning Orestes' ashes.

The next bit of dramatic irony has to do with the Greek chorus.  The chorus advises Electra to curb her grief a bit (even though there is a serious situation at hand).  WE know that Electra should listen to the chorus, but Electra does NOT know this.  She doesn't listen and allows her grief and planning to remain unchecked. 

Yet another instance of dramatic irony is that WE know that Electra has offered a new gift to Agamemnon's grave (the gift of hair) while Electra's mother does NOT know that Electra has switched the gifts. 

Lots of the story from this point on involves dramatic irony about Orestes' supposed death.  WE know that Orestes is not dead, but there are points where Electra and Clytemnestra do NOT know this and assume Orestes to be dead.  (Of course, Electra is thrilled to eventually find out Orestes is truly alive.)

Next, there is dramatic irony between sisters.  WE know that Electra and Chrysothemis have resolved to kill Aegisthus themselves, but the other characters do NOT know this.

Of course, the final scene involves the dramatic irony of Aegisthus who thinks he is going to (happily) see the corpse of Orestes.  WE know that the corpse is actually that of Clytemnestra and it is a trap to take revenge on Aegisthus.  The truth is revealed and Aegisthus meets his end.