if it is magnetized , try wrapping you ground lead off the machine aleast 5 wraps then connect it to the work ... you can tell if one of the materials is magetized, your arc will look like it is jumping from one to the other 6010 / p5 1/8 root then cap with 7018 3/32 depends on the machine some where 85 to 93 amps jmo maybe will help
I agree with DubbleRDawgs. Its your weld is blowing out and not sticking then the sucker rod is magnetized. Do just what DubbleRDawgs said by wrapping the lead around the sucker rod. This will revese the polarty of the sucker rod and you should be able to weld it with no problems. Thats what we do on the pipelines.