They seem to strike best from hardwood or semi-hardwood, your cuttings may simply be a bit "too new" and "sappy" to strike.
Have you considered air-layering? You may have to start a little lower on the selected branch but then get those roots which will then allow you to chop off the piece to pot up.

They're actually rather easy to root in a damp, airy medium, but air-layering makes things almost foolproof. You can start an air layer to be separated next summer now if you like, but you'd be better off if you waited until sometime between Father's Day and the 4th of July to stick cuttings.

Al

After you cut it, let it dry off for a while and heal. The leaves might drop off but the stem will stay viable for quite a long time. I have trouble after doing some pruning on them. The off cuts will sprout roots if left laying on the ground. Not good if you want to get rid of them. But quite easy if you want new plants. And as Alison said, better with hardwood.