People who are blind or low vision may have a harder time participating in exercise classes due to inaccessibility, travel difficulties, or lack of experience. Exergames can encourage exercise at home and help lower the barrier to trying new activities, but there are often accessibility issues since they rely on visual feedback to help align body positions. To address this, we developed Eyes-Free Yoga, an exergame using the Microsoft Kinect that acts as a yoga instructor, teaches six yoga poses, and has customized auditory-only feedback based on skeletal tracking. We ran a controlled study with 16 people who are blind or low vision to evaluate the feasibility and feedback of Eyes-Free Yoga. We found participants enjoyed the game, and the extra auditory feedback helped their understanding of each pose. The findings of this work have implications for improving auditory-only feedback and on the design of exergames using depth cameras.