I build most my features USING rock (forestry guys here go nuts when you build ladders). Use big heavy rocks at the bottom of the feature, build everything in a pyramid sort of shape (i.e. build the base twise as wide as you imagine the jump will be on top), that way you can pile each new rock layer in such a way as to wedge each rock between the 2 previous rocks - makes it all more solid. Once you've built up the basic shape of the jump, finish it off with a layer of soil, pack with water, and you're good to go. I've built many many features this way, they are durable with minimal care required.
Here's an illustration: