Thanks everyone.
Baby has been moving well, so I guess all is fine. I just worried about him over heating or triggering early labour - though I guess Im at the stage now that its not early anymore - he is welcome to come! Just didnt want to put him under stress.
The bath was deep, but over all its a shallow bath, so probably not too deep and easy enough for me to get out.
It felt really nice. That and a few foot rubs is wonderful at this stage