You can use two sentence for this
Je suis à l’arrêt Les Gobelins
In this first sentence you specify what is “Les Gobelins”. In this case it is a stop (arrêt). Use this sentence for formal conversation.
Je suis aux Gobelins
You can use this in a familiar conversation. The person you are talking with should know that Les Gobelins is a stop on the metro. If he does not know it, it may sounds weird for him and will not understand.
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