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The Book of Hebrews was written anonymously, I believe, by the Apostle Paul in order to gently correct the Jerusalem Church for its continued dependence upon the Temple in Jerusalem.
The Church in Jerusalem, led by James until his martyrdom in 62 A.D., had continued to sacrifice in the Temple and essentially added Jesus to the Old Covenant practices from the past. Hebrews was designed to show that the New Covenant demanded some changes in the progression from types to the antitypes.
And so the priesthood was changed from Levi (Aaron) to Melchizedek; from the physical temple to the Body of Christ made of Living Stones; from sacrificial lambs to the Lamb of God; from old Jerusalem to the New Jerusalem, etc.
These changes also affected the manner in which one observed the feast days and sabbaths. The Passover Lamb was an animal sacrifice that had prophesied of Christ's death on the cross, so there was no good reason to continue killing lambs every Passover, as the Church had been doing (until the destruction of the temple).
Likewise, Pentecost no longer needed two loaves of whole wheat bread baked with leaven (yeast), because we ourselves as the Body of Christ are the Bread of Life. Likewise, the autumn feasts no longer required the blowing of a literal trumpet on the first day of the seventh month. Neither did God require two goats on the Day of Atonement, or to sit under tree branches at Tabernacles. All of these Old Covenant practices were types of something greater yet to come.
There is nothing inherently wrong about doing those physical things on the feast days, as long as it is understood that these are just teaching tools. The problem comes when men make them spiritual requirements necessary to please God.
The New Covenant is also foreshadowed by the book of Deuteronomy, which means "The Second Law." The first law was given in Exodus near the beginning of Israel's wilderness journey. The book of Deuteronomy is a compilation of 11 speeches that Moses made just before he died at the end of their wilderness journey.
Exodus 19 gives us the Old Covenant agreement between God and Israel. Deuteronomy 29 gives us the second Covenant, for we read in verse 1,
"These are the words of the covenant which the Lord commanded Moses to make with the sons of Israel in the land of Moab, besides the covenant which He had made with them at Horeb."
Within the overall context of the Old Covenant, this second covenant foreshadowed the coming of a greater Second Covenant, which we know as the New Covenant. In that way, the book of Deuteronomy runs parallel to the book of Hebrews. Both are a revelation of the New Covenant. For this reason also, Deut. 10:16 prophesies the heart-circumcision of the New Covenant,
"Circumcise then your heart, and stiffen your neck no more."
And again in Deut. 30:6 we read,
"Moreover the Lord your God will circumcise your heart and the heart of your descendants, to love the Lord your God with all your heart and with all your soul, in order that you may live."
To be physically circumcised (with religious intent) is to obligate one's self as Israel did in Exodus 19:8 to the terms of justification/salvation laid out by the Old Covenant. Circumcision is the sign of the Old Covenant and indicates that God will save me if I am (fully) obedient to the righteous standard of the law. In other words, if I can discipline my flesh into being perfectly obedient, then God will save me.
Such is an impossible vow, of course, because all have sinned. A child is circumcised at the age of eight days, while he might be considered innocent, but the problem comes afterward. The moment he first sins, he has already violated the law and can never get back his righteous position with God by means of the Old Covenant. Because of the nature of the obligation, the law can only condemn him to death, for the law has no power to acquit the guilty.
Justification, then, comes only through a better covenant which is capable of saving mankind. Its sign is heart-circumcision, not performed by man, but by God Himself, as the law states (above). The New Covenant is based upon God's performance, not man's. The obligation to make us righteous is upon God, not man. It depends fully upon God's ability to make good on His promise, because the New Covenant contains no "if" clauses that would make man in any way responsible to make himself righteous (i.e., law-abiding).
The Old Covenant imposes discipline upon the people to make them do righteous acts and treat their neighbors fairly. The New Covenant provides the indwelling of the Holy Spirit, whose presence and leading works from the inside, changing the heart, rather than merely addressing one's acts.
I might add that the GOAL of the Old and New Covenants are the same. The goal is to make men righteous so that they conform to the image of God. This is their calling from the beginning (Gen. 1:26). But the two covenants have two entirely different methods of attaining this goal. The Old Covenant was inadequate to the task, because man was incapable of living a sinless life. Even if he were to achieve perfection after many years of discipline, he would still be condemned by the sins he committed before achieving perfection.
The law is simply the expression of God's mind and will as given to Moses. It was an expression and description of the Perfect Man. It prophesied and looked forward to the day when such a Perfect Man would be born in Bethlehem. The law was a description of His character and mission. It prophesied of His sacrifice on the cross by which righteousness would be attained.
By the time the New Covenant has had its full work in our hearts by the Holy Spirit, man's motives and actions will entirely conform to the image of Christ as expressed in the spirit of the law. Whereas the Old Covenant demanded that we discipline our flesh so that we would not steal, kill, or commit adultery, the New Covenant works by the Holy Spirit to change our hearts so that we would have no desire to steal, kill, or commit adultery.
The Ten Commandments under the Old Covenant have become The Ten Promises under the New. "Thou shalt not steal" can be read either as a mandate or as a promise. It can either threaten the flesh with consequences (judgments) for stealing, or it can promise that God will work in our hearts until God causes us not to steal.
Hence, as New Covenant believers, we have the promise of God, "Thou shalt not steal." Likewise, we have another promise, "Thou shalt have no other gods before Me." Is God capable of fulfilling His promises? I believe so, but there is an established manner in which He is doing this. Read the New Testament for details.
The point is that there has been a "change in the law" by instituting the New Covenant. Hebrews 7:12, in speaking of the change in priesthood, says,
"For when the priesthood is changed, of necessity there takes place a change of law also."
Under the Old Covenant, the law consecrated priests who were required to be descended from the tribe of Levi and specifically of Aaron's family. Under the New Covenant, Jesus came of the tribe of Judah and was therefore not qualified legally to be the High Priest of the Temple in Jerusalem. Instead, He is the High Priest of a different Order (Melchizedek) which replaced the Levitical Order forever.
The modern idea that Jesus will soon return and be High Priest in a rebuilt temple in Jerusalem with Levitical priests ministering and offering animal sacrifices is unlawful and seeks to make the New Covenant a temporary interlude in the progression of the Kingdom.