Required materials:
2 x round tube 20mm⌀ (aluminum recommended)
4 x 3.5 x 13mm pan/cap head screws (+1-3 for each carrier bracket)
4 x 4.0 x 40mm countersunk screws

Total material cost was <€15 for one 1m long shelf.

Required tools:
A drill
A 3mm drill bit
Maybe some plugs depending on your mounting surface
A 3d-printer (duh)

Print instructions:
I printed the brackets in PETG-CF10 with 4 top/bottom/walls and 20% gyroid infill without supports, it's extremely strong and the printed ends weigh 160 grams in total excluding the tubes. 
It shouldn't be an issue to print this in PLA, PETG, ABS or any other stiff material.

Assembly instructions: 
After printing, assemble the brackets as you would install them with the tubes in the middle and place the whole thing on a flat surface, make sure the ends are lying flat on their back so the whole thing is squared and the ends of the tubes are pressed all the way into the brackets.

Use a 3mm drill to drill through the holes on the bottom of the brackets into the tubes, do this at one side first and then secure its position using two 3.5 x 13mm screws. After the tubes are secured in place on one side, move on to do the other side so the tubes can't rotate or move while you make holes in them.

Installation instructions:
For mounting it against a wall I suggest using 4.0x40mm screws for the top, these will be taking most of the force. But you can use shorter screws if you're having trouble getting the lower ones in. it's also no problem to leave the lower screws out as long as you secure the tubes in place, if you didn't, one of the tubes could fall out and drop all your spools and you'd have a bad day.

Spool holder carrier brackets
I've also designed carrier brackets specifically for the type of spool holder in the photo's.
(you can get them from AliExpress, look for “filament spool roller”)
If you want to install these, do so before final assembly, since one of the ends needs to be removed to install them. The spool holder bracket is secured using the same 3.5 x 13mm screws as the tubes, they'll stick out a bit, so you can use shorter 3.5mm screws if you have them.

Updates
I've added a version 2 of the brackets, which is functionally the same but has some chamfered edges for aesthetics (and slightly less filament used).
I've also designed a wider version of the carrier brackets which I recommend you use instead of the narrow ones. The narrow ones do work fine, but the wider version is just a bit more stable which helps it slide along the tubes more easily.

If you need some different kind of adapter for this spool shelf solution, leave a comment and I'll see what I can do.