I have a Koyker 160 on the front of my YM 3000, the same FEL that is sized to your 3110. I've lifted 1200lbs. with the front end blocked, but a lift over 1000 lbs. would be something you wouldn't want to drive the tractor with. You have a little more weight than I do, but the weak link here seams to be the tires. Tires flaten out ( with 35 psi ) with that much weight. Load I lifted off a pick up, had to block the front end of the tractor, lift, and drive the truck from under the load, move load directly to the ground. They make a "bale spear" for the 3 point for this job but you might have to much weight on the 3 point with a 1000 lb. round bale. Odds are if you want to lift 1 bale, you most likely want to do this regularly. If that is the case, think you should look for a larger machine or use smaller bales. Not worth takeing the chance.
Chris