This relic of Puritanism is well-nigh obsolete. The Century Dict. says the day was usually Thursday in New England. But see 1857.

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1616.  Let not the lecture-day, now when the sermon is ended, be made a day of voluptuousness.—Hieron, ‘Works,’ i. 589. (N.E.D.)

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1857.  The term “lecture day” early became the synonym for holiday, and Wednesday was called by its real name hardly once in a twelvemonth.—J. G. Holland, ‘The Bay-Path,’ p. 118.

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