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You should NEVER tie a figure 8 in tape or slings particularly if you intend to rock climb with it or subject it to any critical load. It is not an acceptable knot for tape!! For tape only ever use a water knot (aka tape knot or re-woven hitch). Friction is you friend and the reason knots hold, but too much may cause failure. It's also the reason you don't use this in tape, as you will not generate enough friction for the knot to hold.
The double fig 8 is the standard climbing tie in knot these days. After tieing it's important to hold the knot with one hand and pull each tail in independently (not 2 at a time). Even experienced climbers make that mistake and are usually open mouthed when you show how much slack is still in the system. If you don't synch it right, the result is unwanted slack in the knot that is taken up when the know comes under load in a fall. As this knot tightens you can have moving nylon running over load bearing static nylon. So the that means way high friction in all the wrong places and the potential for failure.
When you're done flip the knot over and make sure one line doesn't cross the other. The two should be parallel throughout. This provides maximum contact and so lots of good friction, preventing slipping and preventing the friction from generating enough heat to melt the rope.
This is a very safe knot when tied right but it loses a lot of its potential safety when done wrong.
Many climbing gyms make you demonstrate this knot before climbing on their equipment- it's a very useful tutorial.