Newly-planted trees do need extra watering after they are installed, and watering bags are often effective.   We are receiving a good amount of rain at present, and you don't need to add additional moisture when it has been raining.  Your clay soil can become saturated.  You might want to remove the watering bag, check the moisture level of the soil around your tree when it hasn't rained, and only water if the top couple of inches are dry.  If moist, don't water.  The goal is to give your tree sufficient moisture, but not saturate the soil.  Good luck with your tree; it looks as though you've found a nice spot to place it.