Problem after closing with bend modifier I bent my shape, and erased double vertices.

I can move them and the shape is well closed, but when I use subdivision it remains with a rounded end.

I know I can make a cylinder, but this is a test for more complex work. 

Any idea how to close it properly?
Since you've created that band by bending a rectangular prism then removing doubles, I believe there's an extra face that you didn't delete, right in the center where the two ends had met (running along the cross-section of the band). You need to delete that inner face since the subdivide modifier is using that face to average out the vertices.