Are you sure it was a Mercury Thermometer and the Mercury is what fell into the batch?
If it was the little BB's in the bottom of the floating thermometer its doubtful that it was Mercury.
<EDIT>
I had a similar situation where the floating thermometer broke when i was cooling the wort. The little bb's were in the bottom of the brew kettle i found out they were not lead and the thermometer itself was not compromised however if it had the liquid in the thermometer was only red alcohol.
I would call the company you bought the thermometer from and find out what material it is made from? Most of them are non toxic so its safe if something like this happens.
PS the IPA I brewed that this happened in was amazing.