Rolling in the deep is both a lyric and song by Adele. It suggests emotional closeness and dependence, especially in a romantic relationship.
She described it to Rolling Stone as an, "adaptation of a kind of slang, slur phrase in the UK called 'roll deep,' which means to have someone, always have someone that has your back, and you're never on your own, if you're ever in trouble you've always got someone who's going to come and help you fight it or whatever ...