Jeremiah 11:4

Which I commanded your fathers,.... To observe and keep:

in the day that I brought them forth out of the land of Egypt: that is, quickly after, when they were in the wilderness, and before they came into the land of Canaan. The "day" seems to include the whole time from their coming out of Egypt, to their entrance into Canaan's land; it was in the first year of their coming out from thence that the law was given them on Mount Sinai, Exodus 19:1, and it was in the fortieth year, and when they were upon the borders of Canaan, that the covenant was made with them in the land of Moab, Deuteronomy 1:3: "from the iron furnace"; meaning Egypt, and their bondage and affliction in it, compared to an iron furnace for the grievousness of it, its long continuance, and the use of it to try and prove them; see Deuteronomy 4:20:

saying, obey my voice; in the law:

and do them; the commands of it, the words of the covenant:

according to all which I command you; everything was to be done that was commanded, and as it was commanded; a perfect and uniform obedience is to be yielded to the law, in order to enjoy the blessing, or a penalty is incurred:

so shall ye be my people, and I will be your God; this is the tenor of the covenant of works; covenant interest in God, according to the law, depends upon obedience; that is the condition of it; but the covenant of grace is not clogged with such a condition; but runs absolutely,

they shall be my people, and I will be their God, Jeremiah 32:39.