As he holds the last note, he reverses the bow twice, yet it sounds like one continuous note.  How is that done?

http://www.youtube.com/watch?v=EV_lPsWSHks

Those appear to me to be well connected bowings that just flow together...in classical circles I think they are called Legato bowing. There is a technique that you use with the fingers on the bowing hand to make them smooth, connected and flowing with that whole note.
Professor V on YouTube..AKA...R.Todd Ehle.com has a websie that you can google and check out his free videos...look at legato bowing for the technique.
Hope that helps. Stay tuned. Diane

Try this:  With very flexible and independent joints (elbow, wrist and fingers), on your long downbow, begin to slow your forearn while keeping the hand and fingers going to the right, and actually let the forearm change direction slightly before the hand.  It takes some practice, and also, if you use a strong vibrato during the direction change, that helps to cover the break in sound.

Yes, the bow change is timed perfectly with the vibrato.

One of the few very good instructors I have had referred to this playing characteristic as "seamless". In most cases, lots of practice doing bow control exercises makes this possible. It doesn't have to be a classical exercise.

I saw Kenny Baker live along with Bill Monroe's Bluegrass Boys at McCabe's in Santa Monica, CA in about 1975. He was doing something like this with his sawstroke... it messed with my mind, because my eyes saw SAWSTROKE, but my ears heard LONGBOWING!
I'm guess that since sudden direction changes produce very clear and scritchy gaps in the sound, a loose wrist is used to gradually deaccelerate the bow to a stopping point, then immediately starts in the opposite direction and reaccelerates the bow. Maybe it could be described as "feathering" the direction change.

I'm guessing it takes a LOT of practice to maintain that level of control. I saw a more recent YouTube video of Kenny Baker, I think the interview with Aly Bain, and his direction changes were merely clean and nice, not so buttery soft as in the mid 70's.

Yes, classical players do this, and they work at it, trust me :) Legato refers to a sound that is even and "buttery". There is a technique for making very connected direction changes which amounts to changing the direction the wrist is going a bit ahead of changing the bow's direction, rather like what pogo just described. Some teachers call it "leading with the wrist".

Not having watched the video... 

As a fiddler, I was taught a technique for making bow changes sound continuous, which is to do the opposite of what you normally tend to do with the bow.  In midbow, you move the bow more slowly and with less pressure, but towards the ends of your bowstroke you speed up and increase the pressure. 

*What you've all said about "leading with wrist," that is probably in there too; however, I didn't see any mention of the pressure-and-speed changes, which are what I'm conscious of when I think about doing it.

Thanks everyone for your replies. "...bow change timed perfectly with the vibrato.", that makes sense. The other things mentioned may work, but I doubt I'll ever be able to do it. It seems to me that at the moment of the bow change, the string would stop vibrating for an instant, which, if brief enough, could be covered by vibrato.

fiddlejen, are you saying the increase in speed and pressure is just before the direction change?

quote:

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Originally posted by SamY

Thanks everyone for your replies. "...bow change timed perfectly with the vibrato.", that makes sense. The other things mentioned may work, but I doubt I'll ever be able to do it. It seems to me that at the moment of the bow change, the string would stop vibrating for an instant, which, if brief enough, could be covered by vibrato.

fiddlejen, are you saying the increase in speed and pressure is just before the direction change?

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 Hmm, in practice I'd say it winds up that way but in theory no, it should be a perfectly smooth gradient from least bow pressure & slowest bow movement at midpoint, to most bow pressure & fastest bow movement at the tips.  (Fast & strong at the tips--or at wherever you're ending your bowstroke*--both before and after you change bow direction.) 

*I'd recommend using full bowstrokes, at least to practice, even though this type of bowing can eventually be applied to shorter bowstrokes as well.

As I recall, my fiddle teacher called this "pendulum bowing." Think of the way a pendulum seems to almost pause in the middle but has a swift & smooth sort of falling-movement both into and through the turn-around.  (Have you ever stood & watched the giant pendulum in the Smithsonian?)

The trick is that at almost end of the stroke the hand continues to move in the direction while the arm is already reversing the direction.

You can achieve this only if the elbow is up and the weight of the arm is completely detached from the hand and bow. (Need good toned shoulder muscles).

In this case though there is some reverb mixed in and this guy has difficulty to get the long notes on one bow. Very often he has to add a little piece of the note on a separate bow and there you hear the change. But may be this is just how he wanted to play it.

I did that continuous tone accidentally once that I noticed.......I cannot repeat it though.

Larry