I single word that describes that whistling sound might not exist, but interjections or exclamations like "whew" as proposed by @Josh61 or the similar "phew" might come close
a breathy, almost whistling sound used variously to express a sense of
relief or to express surprise, disgust, etc.
The Oxford Learner's Dictionary uses the following phrase as an example of whistle
He gave a low long whistle of surprise.
Oxford Learner's Dictionary
You could say long or prolonged whistle, as in "let out a prolonged whistle of admiration."
Continuing for a long time or longer than usual;
Here's an example in a book about golf
One of the caddies gave a prolonged whistle of surprise and
admiration. Who was this new, unknown, and infinitely mild-looking
champion who made the club hum through the air like a hornet?
Google Books: The Greatest Golf Stories Ever Told By Jeff Silverman
Google Books Ngram Viewer shows an idiomatic construct of the form "adjective whistle of noun." The two most common phrases are "low whistle of surprise" and "low whistle of appreciation."
The most common adjectives according to Google Books Ngram are low and long, both were used in the Oxford Learner's Dictionary example
the most common noun is the one you are looking for, and the one used in the Oxford Learner's Dictionary example, surprise