Here is the solution:
@echo off
set CHERE_INVOKES=%CD%
::Remove trailing slash if required
IF %CHERE_INVOKES:~-1%==\ SET CHERE_INVOKES=%CHERE_INVOKES:~0,-1%
set TORUN="D:\Program Files\Cygwin\bin\bash.exe" --login -i -c 'cd "%CHERE_INVOKES%"; exec bash'
call %TORUN%
I added this code from this question: Remove Trailing Slash From Batch File Input
::Remove trailing slash if required
IF %CHERE_INVOKES:~-1%==\ SET CHERE_INVOKES=%CHERE_INVOKES:~0,-1%
In this way I can use this batch file to open Console2 Cygwin on the current path.