This where theb problem is. There is no Biblical support for having Sunday, the first day of the week as the Sabbath. Jesus never changed it.
The change came about as the Christians in Rome tried to distance themselves from the Jewish believers who were being hunted and persecuted by the Romans. The Church at the time which was to become known as the Roman Catholic Church then took up the concept that Sunday is the Sabbath and supported that until she made the official change sometime latter.
Here are a few statements to support what I have said.
Roman Catholic Confessions
James Cardinal Gibbons, The Faith of our Fathers, 88th ed., pp. 89.
"But you may read the Bible from Genesis to Revelation, and you will not find a single line authorizing the sanctification of Sunday. The Scriptures enforce the religious observance of Saturday, a day which we never sanctify."
Stephen Keenan, A Doctrinal Catechism 3rd ed., p. 174.
"Question: Have you any other way of proving that the Church has power to institute festivals of precept?
"Answer: Had she not such power, she could not have done that in which all modern religionists agree with her-she could not have substituted the observance of Sunday, the first day of the week, for the observance of Saturday, the seventh day, a change for which there is no Scriptural authority."
Peter R. Kraemer, Catholic Church Extension Society (1975),Chicago, Illinois.
"Regarding the change from the observance of the Jewish Sabbath to the Christian Sunday, I wish to draw your attention to the facts:
"1) That Protestants, who accept the Bible as the only rule of faith and religion, should by all means go back to the observance of the Sabbath. The fact that they do not, but on the contrary observe the Sunday, stultifies them in the eyes of every thinking man.
"2) We Catholics do not accept the Bible as the only rule of faith. Besides the Bible we have the living Church, the authority of the Church, as a rule to guide us. We say, this Church, instituted by Christ to teach and guide man through life, has the right to change the ceremonial laws of the Old Testament and hence, we accept her change of the Sabbath to Sunday. We frankly say, yes, the Church made this change, made this law, as she made many other laws, for instance, the Friday abstinence, the unmarried priesthood, the laws concerning mixed marriages, the regulation of Catholic marriages and a thousand other laws.
"It is always somewhat laughable, to see the Protestant churches, in pulpit and legislation, demand the observance of Sunday, of which there is nothing in their Bible."