This is a really exciting technique for what I like to call the "Big Blues" sound. By "Big Blues," I mean dramatic, exciting, full, like you might hear from a jazz big band. This kind of lick also works great for building to a climax in your "blues story" (a good solo usually tells a story).
The name of this lick, "Locked Up," ain't necessarily because what you're saying with your fingers might be a story about going to jail. In this video, "Locked up" actually refers to the core idea of the lesson, something called "locked rhythm."
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Thanks to all!