Did you feel her abdomen down near her vent? If there's an egg stuck in there, you'll definitely be able to feel it. Give her some calcium right off the bat. Oftentimes, egg binding is a result of a calcium deficiency and calcium is important to the functioning of muscles. If you're like me, you're thinking, "I have no calcium!" I mean, who keeps calcium liquid on hand? (actually, this is reminding me to get some for my chicken first aid kit). If you can get some vitamin/electrolyte powder at the feed store first thing in the morning, give that to her in her water.
The bath was a great idea. You can also apply K-Y jelly to her vent to help ease passage of the egg. Try some gentle massage of her abdomen towards her vent, but be careful not to break the egg.
I've heard the calcium can work within a half-hour. But if nothing seems to be working, you can try to manually remove the egg. It's risky, but I've done it. In the end, I had to cull the hen because she had a massive, alien-like string of eggs all attached to each other and they were all hardened (like, hard-boiled). Very weird. Very sad.
Best of luck to you and your girly!