Mike, thanks a lot for your suggestion .
I have just fixed the problem : from page 141 of the user manual (large). I searched the PDF for "bulb".
You cannot set the shutter speed to [BULB] in the following situations:
When the [Smile Shutter] function is activated.
When the [Auto HDR] function is activated.
When [Picture Effect] is set to [HDR Painting] or [Rich-tone Mono.].
When the [Multi Frame NR] function is activated.
When the [Drive Mode] function is set to [Cont. Shooting], [Spd Priority Cont.] or [Self-timer(Cont)].
If you use the above functions when the shutter speed is set to [BULB], the shutter speed is temporarily set
to 30 seconds.
In my case the drive mode function was set to continous shooting that does not allow the bulb mode .I set it and suddendly Bulb mode appeared.
Sony menu is quite difficult and messy in my opinion .