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Deep learning highly relies on the quantity of annotated data. However, the annotations for 3D volumetric medical data require experienced physicians to spend hours or even days for investigation. Self-supervised learning is a potential solution to get rid of the strong requirement of training data by deeply exploiting raw data information. In this paper, we propose a novel self-supervised learning framework for volumetric medical images. Specifically, we propose a context restoration task, i.e., Rubik's cube++, to pre-train 3D neural networks. Different from the existing context-restoration-based approaches, we adopt a volume-wise transformation for context permutation, which encourages network to better exploit the inherent 3D anatomical information of organs. Compared to the strategy of training from scratch, fine-tuning from the Rubik's cube++ pre-trained weight can achieve better performance in various tasks such as pancreas segmentation and brain tissue segmentation. The experimental results show that our self-supervised learning method can significantly improve the accuracy of 3D deep learning networks on volumetric medical datasets without the use of extra data.