Show the page file template name

function.php

add_filter( 'the_content', 'so_9405896_the_content_filter', 20, 1 );

function so_9405896_the_content_filter( $content ) 
{
    if( is_admin() || !current_user_can( 'administrator' ) ) 
        return $content;

    global $template;
    $the_templ =  '<strong style="background-color: #CCC;padding:10px">TEMPLATE = ' 
                  . basename( $template ) . '</strong><br />';  

    $content = sprintf( $the_templ . '%s', $content );

    return $content;
}