Take a hose and soak the ground around it. Soak it good. Dig around in a circle, like you did before, and add more water in the hole. The process may take more than 1 day, but keep saturating the ground. that will make it easier to get out of the dirt, and will prepare the rose for the shock of moving. When we moved to this house 3 years ago, i moved several large, mature roses this way. They all made it, which surprised me since it was in the heat of summer. Just keep it watered well after you move it, and maybe cut it back a bit to match the root loss. That's a lovely rose, and I think you are right in keeping it.
Good luck!