The Ultegra 6800 rear derailleur comes in two versions with a different capacity for each. The version you have will dictate what cassette range you can run. The SS version has a shorter derailleur cage and the GS version has a longer cage.
If you have the shorter cage SS version rear derailleur (which is compatible with the 11-28 cassette), the 11-28 cassette is toward the upper limit of its range and it will not handle the capacity needed for an 11-34 cassette.
If you have the longer cage GS version rear derailleur (compatible with the 11-32 cassette), then you have the possibility of making the 11-34 cassette work. Even though Shimano says it won't work, there tends to be a little leeway in the Shimano world. No guarantees, but the rules may be able to be bent just a little.
For help in identifying your version of RD-6800, the center-to-center distance between the pulleys on the short cage SS version is 2 5/16 inches (59mm) - (direct measurement on my RD-6800-SS, which is running an 11-28 as well). If this is the same measurement on your RD-6800, then as stated above, this will not have the capacity for an 11-34 (or 11-32 for that matter). You would need to upgrade your rear derailleur to a GS version, and you might as well go with the RD-8000-GS or RD-7000-GS since they should be compatible with your current shifters as well.