If you have the rod already, you could try measuring its electrical resistance and see if it falls in to the range for steel, or is significantly higher as alloys with chrome/nickel tend to be (such as stainless).
If you have a 5A power supply, or a car battery and a headlamp bulb (along with safe means of holding it as it will get HOT!) you can use that to put a decent current along the rod. Then measure the volt drop from
two points on the rod (not on the power supply leads or clips) and from a measurement of the cross-sectional area and length you ought to find the material's resistivity. You will need something that can measure a few mV probably, but a cheap-ish multimeter ought to do.
Carbon steel is about 1.43E-7 Ohm.meter, while stainless about 6.9E-7 Ohm.meter, Other cases can be found here:
en.wikipedia.org
EDIT: Just to add some background info about the Kelvin (4 wire) resistance measurement method:
Read about Kelvin (4-wire) Resistance Measurement (DC Metering Circuits) in our free Electronics Textbook
www.allaboutcircuits.com