Ask your PO what the rules are, and then ask him for a copy. You'll be able to determine whether he's on your side or not. At least he'll know that you want to transfer, so he's not going to be surprised when he receives your request. This whole thing is about avoiding surprises. Cops HATE surprises.
Next; don't go yourself, but get a job and a place to live in the other state. Write the probation agency that will be doing your supervision. Introduce yourself. Tell them about your job, and your place to live. Tell them about your crime and how sorry you are. Tell them that you are about to request a transfer, and wanted to give them a heads up.
Then, make your request in writing to your present PO. Having read the rules, you'll KNOW that you meet the criteria. Therefore, in your request, tell them that you, indeed, meet the criteria for transfer according to rule such and such.......cite the rule.
A request formed in that manner will be awfully hard to turn down. If it IS turned down, you've got your ducks all lined up for an appeal.