I discovered Siennese Stitch in A-Z of Embroidery Stitches 2 and I think it is a variety of loop stitch.
Worked alone, if you turn your work, this stitch looks a bit like the letter K but worked closely between two lines it can be a good border. When worked row upon row it can produce a filling stitch. If you work each row in the same direction it produces one pattern but if you work each row in opposite directions it crates another texture pattern.
Spacing and thread weight changes the look of this stitch a lot, making it more versatile than it first looks. It is also an interesting stitch to couch down ribbon and chunky novelty threads or knitting yarns. You can also add a bead at the loop stage which makes it very decorative.
How to work Siennese Stitch
Work this stitch from top to bottom between two lines.
First make a horizontal straight stitch. Take the needle to back and bring it out just below the first stitch on the left hand side.
Slide the needle from top to bottom under the straight stitch and keeping the thread under the needle (as illustrated) pull through to form a loop.
Take your thread to the back of the fabric on the right hand side of the line.
This completes the first segment of Siennese stitch.
Continue in this manner down the line.
As you can see I worked this sample in a hand dyed perle #5 thread (hence the green thread in the first few images) Enjoy this weeks stitch!