I'd like to rewrite my reply. Marcio_Farias, in the sentence you posted the auxiliary goes with the pronoun YOU (second person of plural), that's why DO seem to be the correct answer.
Do each of you...
It does not matter if it is a group or an individual. It's about the person or people you are talking to (the second person in the sentence above).
However, using this structure "...each one of your brothers" the interrogative would be: "Does each one of your brothers...?"