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The bulb setting is defined under the speed setting.
Details for changing the shutter speed can be found on page 120 of the manual which can be found here.
In essence press mode, select the icon which looks like an S or a 5 by turning the control knob then chose the desired shutter speed.
You may also find you have locked a specific shutter speed, this can be be disabled by following instructions on page 127 of the above manual.
Please check the above camera settings, and please let me know if you need anything clarified.