Bob, an on-line acquaintance had a Rufous stay around her home in West Lafayette, IN (home to Purdue and well north of you) until about Thanksgiving last year.
As the temperatures dropped, they constructed a makeshift 'warmth station' for the bird, a box-like structure with a good-sized light bulb inside (like for a flood light, maybe?) to provide a little warmth for the little guy. I don't remember whether they actually constructed it around the feeder (although I think they did), and the bird was seen to use it at least twice.
As the temps dropped even further, the bird eventually disappeared, after a night when the temps dropped to something like 22F.
Don't know if you want to go that far in providing for the little bird, but I know it worked for them, at least for a little while.
Rufous are becoming quite nearly 'regular vagrants' in Indiana in the fall -- there have been 2-4 reports, usually in the central and southern parts of the state, for 3-4 years now.
So while your bird might not be nearly the anomaly it might have been a decade ago, it's still quite interesting. Feed 'em for as long as he'll stay around, and enjoy him.
And thanks for the neat pic!