Here's a nice "Sheath" stitch for tying a quilt. It's basically three parallel lines cinched in the middle and tied with a square knot. (Sometimes a few words are worth a thousand pictures. Haha.) In the photo above, there are two "arms" that have a shadow under them. Those are the tied ends, sticking up a little.
The loose end in the top part of the photo will be part of the square knot (in photos above and below).
In the photo above, you slide the needle under the stitch (so you can gather up the 3 parallel stitches into the square knot).
Above, you're ready to tie the square knot.
Trim the ends and you're done.
