Step 3:
Gather the ends of your fabric in the rubber bands. The more evenly spaced you can make your gathers, the better the end result will look.
Optional Note: if you would like covered buttons on the ends of your pillow, add them during this step. To add a covered button, you would need to thread yarn or a fabric strip through the back of the button to make a "tail"and then thread this "tail" through the hole at the end of your fabric tube so that your button is on the inside of the tube during this step and the "tail" of yarn or fabric sticks out through the end where your fabric is gathered. The rubber band would then hold the button in place. If these instructions didn't make any sense, take a nap and/or drink a cup of coffee and then read them again.
Step 4:
Turn your fabric right side out so that the rubber bands are on the inside. Note: if you added buttons, they should now be on the outside.