An agricultural harvesting machine (110) having a multiple stage compression system includes first and second compression systems (120, 170). The first compression system (120) includes a first compression mechanism (150) which partially compresses the crop material in a compression chamber (158). The second compression system (170) includes first and second compartments (172, 174) each having at least one open end and positioned rearward of the compression chamber (158). The second compression system (170) has a first position in which the second compartment (174) is aligned with the compression chamber (158) and the first compartment (172) is operatively positioned with a second compression mechanism (180). The second compression system (170) has a second position in which the second compartment (174) is operatively positioned with a third compression mechanism (190) and the first compartment (172) is aligned with the compression chamber (158). The second compression system (170) includes a binding system (182, 192) operatively associated with the second compression mechanism (180).