The Twelve Days of Christmas are a festive period linking together two Great Feasts of the Lord: Nativity and Theophany. During this period one celebration leads into another. The Nativity of Christ is a three day celebration: the formal title of the first day is “The Nativity According to the Flesh of our Lord, God and Saviour Jesus Christ”, and celebrates not only the Nativity of Jesus, but also the Adoration of the Shepherds of Bethlehem and the arrival of the Maji; the second day is referred to as the “Synaxis of the Theotokos”, and commemorates the role of the Virgin Mary in the Incarnation; the third day is known as the “Third Day of the Nativity”, and is also the feast day of the Protodeacon and Protomartyr Saint Stephen.
29 December is the Orthodox Feast of the Holy Innocents.
The Afterfeast of the Nativity (similar to the Western octave) continues until 31 December (that day is known as the Apodosis or “leave-taking” of the Nativity).
The Saturday following the Nativity is commemorated by special readings from the Epistle (1 Tim 6:11-16) and Gospel (Matt 12:15-21) during the Divine Liturgy. The Sunday after Nativity has its own liturgical commemoration in honour of “The Righteous Ones: Joseph the Betrothed, David the King and James the Brother of the Lord”.
1 January, at the center of the festal period, is another feast of the Lord (though not ranked as a Great Feast): the Feast of the Circumcision of the Lord. On this same day is the feast day of Saint Basil the Great, and so the service celebrated on that day is the Divine Liturgy of Saint Basil.
2 January begins the Forefeast of the Theophany.
The Eve of the Theophany (5 January) is a day of strict fasting, on which the devout will not eat anything until the first star is seen at night. This day is known as Paramony (“preparation”), and follows the same general outline as Christmas Eve. That morning is the celebration of the Royal Hours and then the Divine Liturgy of Saint Basil combined with Vespers, at the conclusion of which is celebrated the Great Blessing of Waters, in commemoration of the Baptism of Jesus in the Jordan River. There are certain parallels between the hymns chanted on Paramony and those of Good Friday, to show that, according to Orthodox theology, the steps that Jesus took into the Jordan River were the first steps on the way to the Cross. That night the All-Night Vigil is served for the Feast of the Theophany.