Now interestingly here is what Protestant churches say on this issue:
Anglican:
"And where are we told in the Scriptures that we are to keep the first day at all? We are commanded to keep the seventh; but we are nowhere commanded to keep the first day... The reason why we keep the first day of the week holy instead of the seventh is for the same reason that we observe many other things, not because the Bible, but because the Church, has enjoined it." Isaac Williams, Plain Sermons on the Catechism, pages 334, 336.
Baptist:
There was and is a command to keep holy the Sabbath day, but that Sabbath day was not Sunday. It will however be readily said, and with some show of triumph, that the Sabbath was transferred from the seventh to the first day of the week, with all its duties, privileges and sanctions. Earnestly desiring information on this subject, which I have studied for many years, I ask, where can the record of such a transaction be found: Not in the New Testament absolutely not. There is no scriptural evidence of the change of the Sabbath institution from the seventh to the first day of the week. Dr. E. T. Hiscox, author of the Baptist Manual.
"To me it seems unaccountable that Jesus, during three years' discussion with His disciples, often conversing with them upon the Sabbath question, discussing it in some of its various aspects, freeing it from its false [Jewish traditional] glosses, never alluded to any transference of the day; also, that during the forty days of His resurrection life, no such thing was intimated. Nor, so far as we know, did the Spirit, which was given to bring to their remembrance all things whatsoever that He had said unto them, deal with this question. Nor yet did the inspired apostles, in preaching the gospel, founding churches, counseling and instructing those founded, discuss or approach the subject.
Of course I quite well know that Sunday did come into use in early Christian history as a religious day as we learn from the Christian Fathers and other sources. But what a pity that it comes branded with the mark of Paganism, and christened with the name of the sun-god, then adopted and sanctified by the Papal apostasy, and bequeathed as a sacred legacy to Protestantism." Dr. E. T. Hiscox, report of his sermon at the Baptist Minister's Convention, in 'New York Examiner,' November 16, 1893
"The Scriptures nowhere call the first day of the week the Sabbath. . .There is no Scriptural authority for so doing, nor of course, any Scriptural obligation." The Watchman.
"We believe that the law of God is the eternal and unchangeable rule of His moral government."-"Baptist Church Manual," Art. 12.
"There was never any formal or authoritative change from the Jewish seventh-day Sabbath to the Christian first-day observance." -WILLIAM OWEN CARVER, "The Lord's Day in Our Day," page 49.
"There is nothing in Scripture that requires us to keep Sunday rather than Saturday as a holy day." Harold Lindsell (editor), Christianity Today, Nov. 5, 1976
Church of Christ:
"But we do not find any direct command from God, or instruction from the risen Christ, or admonition from the early apostles, that the first day is to be substituted for the seventh day Sabbath." "Let us be clear on this point. Though to the Christian 'that day, the first day of the week' is the most memorable of all days ... there is no command or warrant in the New Testament for observing it as a holy day." "The Roman Church selected the first day of the week in honour of the resurrection of Christ. ..." Bible Standard, May, 1916, Auckland, New Zealand.
"... If the fourth command is binding upon us Gentiles by all means keep it. But let those who demand a strict observance of the Sabbath remember that the seventh day is the ONLY sabbath day commanded, and God never repealed that command. If you would keep the Sabbath, keep it; but Sunday is not the Sabbath. The argument of the 'Seventh-day Adventists' is on one point unassailable. It is the Seventh day not the first day that the command refers to." G. Alridge, Editor, The Bible Standard, April, 1916.
"There is no direct Scriptural authority for designating the first day the Lord's day."-DR. D. H. LUCAS, Christian Oracle, Jan. 23, 1890.
"The first day of the week is commonly called the Sabbath. This is a mistake. The Sabbath of the Bible was the day just preceding the first day of the week. The first day of the week is never called the Sabbath anywhere in the entire Scriptures. It is also an error to talk about the change of the Sabbath. There never was any change of the Sabbath from Saturday to Sunday. There is not in any place in the Bible any intimation of such a change."-"First-Day Observance," pages 17, 19.
"It has reversed the fourth commandment by doing away with the Sabbath of God's Word, and instituting Sunday as a holiday." DR. N. SUMMERBELL, "History of the Christian Church," Third Edition, page 4I5.
"To command...men...to observe...the Lord's day...is contrary to the gospel." - "Memoirs of Alexander Campbell," Vol. 1, page 528.
"It is clearly proved that the pastors of the churches have struck out one of God's ten words, which, not only in the Old Testament, but in all revelation, are the most emphatically regarded as the synopsis of all religion and morality."-ALEXANDER CAMPBELL, "Debate With Purcell," page 214.
"I do not believe that the Lord's day came in the room of the Jewish Sabbath, or that the Sabbath was changed from the seventh to the first day, for this plain reason, where there is no testimony, there can be no faith. Now there is no testimony in all the oracles of heaven that the Sabbath was changed, or that the Lord's day came in the room of it."-ALEXANDER CAMPBELL, Washington Reporter, Oct. 8, 1821.
Episcopalian:
"We have made the change from the seventh day to the first day, from Saturday to Sunday, on the authority of the one holy, Catholic, Apostolic Church of Christ." Bishop Symour, Why We keep Sunday.
"The Bible commandment says on the seventh-day thou shalt rest. That is Saturday. Nowhere in the Bible is it laid down that worship should be done on Sunday." Phillip Carrington, quoted in Toronto Daily Star, Oct 26, 1949 [Carrington (1892-), Anglican archbishop of Quebec
Lutheran:
"The observance of the Lord's Day (Sunday) is founded not on any command of God, but on the authority of the Church." Augsburg Confession of Faith.
"They [the Catholics] allege the Sabbath changed into Sunday, the Lord's day, contrary to the Decalogue, as it appears, neither is there any example more boasted of than the changing of the Sabbath day. Great, say they, is the power and authority of the church, since it dispensed with one of the Ten Commandments." -Augsburg Confession of Faith, Art. 28, par. 9.
"They [Roman Catholics] allege the change of the Sabbath into the Lord's day, as it seemeth, to the Decalogue [the ten commandments]; and they have no example more in their mouths than they change of the Sabbath. They will needs have the Church's power to be very great, because it hath dispensed with the precept of the Decalogue." The Augsburg Confession, 1530 A.D. (Lutheran), part 2, art 7, in Philip Schaff, the Creeds of Christiandom, 4th Edition, vol 3, p64 [this important statement was made by the Lutherans and written by Melanchthon, only thirteen years after Luther nailed his theses to the door and began the Reformation].
"For up to this day mankind has absolutely trifled with the original and most special revelation of the Holy God, the ten words written upon the tables of the Law from Sinai."-"Crown Theological Library," page I78.
"The Christians in the ancient church very soon distinguished the first day of the week, Sunday; however, not as a Sabbath, but as an assembly day of the church, to study the Word of God together, and to celebrate the ordinances one with another: without a shadow of doubt, this took place as early as the first part of the second century."-Bishop GRIMELUND, "History of the Sabbath," page 60.
"The festival of Sunday, like all other festivals, was always only a human ordinance."- AUGUSTUS NEANDER, "History of the Christian Religion and Church," Vol. 1, page 186.
"I wonder exceedingly how it came to be imputed to me that I should reject the law of Ten Commandments...Whosoever abrogates the law must of necessity abrogate sin also."-MARTIN LUTHER, Spiritual Antichrist," pages 71, 72.
"We have seen how gradually the impression of the Jewish Sabbath faded from the mind of the Christian church, and how completely the newer thought underlying the observance of the first day took possession of the church. We have seen that the Christian of the first three centuries never confused one with the other, but for a time celebrated both." The Sunday Problem, a study book by the Lutheran Church (1923) p.36
"But they err in teaching that Sunday has taken the place of the Old Testament Sabbath and therefore must be kept as the seventh day had to be kept by the children of Israel .... These churches err in their teaching, for scripture has in no way ordained the first day of the week in place of the Sabbath. There is simply no law in the New Testament to that effect" John Theodore Mueller, Sabbath or Sunday, pp.15, 16
Methodist:
"This 'handwriting of ordinances' our Lord did blot out, take away, and nail to His cross. (Colossians 2: 14.) But the moral law contained in the Ten Commandments, and enforced by the prophets, He did not take away.... The moral law stands on an entirely different foundation from the ceremonial or ritual law. ...Every part of this law must remain in force upon all mankind and in all ages."-JOHN WESLEY, "Sermons on Several Occasions," 2-Vol. Edition, Vol. I, pages 221, 222.
"No Christian whatsoever is free from the obedience of the commandments which are called moral."-"Methodist Church Discipline," (I904), page 23.
"The Sabbath was made for MAN; not for the Hebrews, but for all men."-E.O. HAVEN, "Pillars of Truth," page 88.
"The reason we observe the first day instead of the seventh is based on no positive command. One will search the Scriptures in vain for authority for changing from the seventh day to the first. The early Christians began to worship on the first day of the week because Jesus rose from the dead on that day. By and by, this day of worship was made also a day of rest, a legal holiday. This took place in the year 321.
"The reason we observe the first day instead of the seventh is based on no positive command. One will search the Scriptures in vain for authority for changing from the seventh day to the first... Our Christian Sabbath, therefore, is not a matter of positive command. It is a gift of the church... "-CLOVIS G. CHAPPELL, "Ten Rules for Living," page 61.
"Sabbath in the Hebrew language signifies rest, and is the seventh day of the week... and it must be confessed that there is no law in the New Testament concerning the first day." Charles Buck, A Theological Dictionary, "Sabbath"
"In the days of very long ago the people of the world began to give names to everything, and they turned the sounds of the lips into words, so that the lips could speak a thought. In those days the people worshipped the sun because many words were made to tell of many thoughts about many things. The people became Christians and were ruled by an emperor whose name was Constantine. This emperor made Sunday the Christian Sabbath, because of the blessing of light and heat which came from the sun. So our Sunday is a sun-day, isn't it?"-Sunday School Advocate, Dec. 31, 1921.
"The moral law contained in the Ten Commandments, and enforced by the prophets, He [Christ] did not take away. It was not the design of His coming to revoke any part of this. This is a law which never can be broken... Every part of this law must remain in force upon all mankind and in all ages; as not depending either on time or place, or any other circumstances liable to change, but on the nature of God and the nature of man, and their un­changeable relation to each other."-JOHN WESLEY, "Sermons on Several Occasions," Vol. I, Sermon XXV.
It is true that there is no positive command for infant baptism. Nor is there any for the keeping of the first day of the week. Many believe that Christ changed the Sabbath. But, from His own words, we see that He came for no such purpose. Those who believe that Jesus changed the Sabbath base it only on a supposition. Amos Binney, Theological Compendium, p. 180-181
"The Sabbath instituted in the beginning, and confirmed again and again by Moses and the prophets, has never been abrogated. A part of the moral law, not a jot or a tittle of its sanctity has been taken away." Bishops Pastoral.
Moody Bible Institute:
"The Sabbath was binding in Eden, and it has been in force ever since. This fourth commandment begins with the word 'remember,' showing that the Sabbath already existed when God wrote the law on the tables of stone at Sinai. How can men claim that this one commandment has been done away with when they will admit that the other nine are still binding?"- D.L. MOODY, "Weighed and Wanting," page 47.
"I honestly believe that this commandment [the fourth, or Sabbath commandment] is just as binding today as it ever was. I have talked with men who have said that it has been abrogated, but they have never been able to point to any place in the Bible where God repealed it. When Christ was on earth, He did nothing to set it aside; He freed it from the traces under which the scribes and Pharisees had put it, and gave it its true place. 'The Sabbath was made for man, and not man for the sabbath.' It is just as practicable and as necessary for men today as it ever was-in fact, more than ever, because we live in such an intense age.' - Id., page 46.
"This Fourth is not a commandment for one place, or one time, but for all places and times." D.L. Moody, at San Francisco, Jan. 1st, 1881.
Presbyterian:
"The Christian Sabbath (Sunday) is not in the Scriptures, and was not by the primitive church called the Sabbath." Dwight's Theology, Vol. 14, p. 401. "A further argument for the perpetuity of the Sabbath we have in Matthew 24:20, Pray ye that your flight be not in the winter neither on the Sabbath day. But the final destruction of Jerusalem was after the Christian dispensation was fully set up (AD 70). Yet it is plainly implied in these words of the Lord that even then Christians were bound to strict observation of the Sabbath." Works of Jonathon Edwards, (Presby.) Vol. 4, p. 621.
"We must not imagine that the coming of Christ has freed us from the authority of the law; for it is the eternal rule of a devout and holy life, and must therefore be as unchangeable as the justice of God, which it embraced, is constant and uniform." JOHN CALVIN, "Commentary on a Harmony of the Gospels," Vol. 1, page 277.
"God instituted the Sabbath at the creation of man, setting apart the seventh day for the purpose, and imposed its observance as a universal and perpetual moral obligation upon the race." ­American Presbyterian Board of Publication, Tract No. 175.
"The observance of the seventh-day Sabbath did not cease till it was abolished after the [Roman] empire became Christian," American Presbyterian Board of Publication, Tract No. 118.
"The moral law doth for ever bind all, as well justified persons as others, to the obedience thereof; and that not only in regard to the matter contained in it, but also in respect of the authority of God the Creator who gave it. Neither doth Christ in the gospel in any way dissolve, but much strengthen this obligation." "Westminster Confession of Faith," Chap. 19, Art. 5.
"The Sabbath is a part of the Decalogue-the Ten Commandments. This alone for ever settles the question as to the perpetuity of the institution ... Until, therefore, it can be shown that the whole moral law has been repealed, the Sabbath will stand...The teaching of Christ confirms the perpetuity of the Sabbath."- T.C. BLAKE, D.D., "Theology Condensed," pages 474, 475.
"Sunday being the first day of which the Gentiles solemnly adored that planet and called it Sunday, partly from its influence on that day especially, and partly in respect to its divine body (as they conceived it) the Christians thought fit to keep the same day and the same name of it, that they might not appear carelessly peevish, and by that means hinder the conversion of the Gentiles, and bring a greater prejudice that might be otherwise taken against the gospel" T.M. Morer, Dialogues on the Lord's Day
"There is no word, no hint in the New Testament about abstaining from work on Sunday. The observance of Ash Wednesday, or Lent, stands exactly on the same footing as the observance of Sunday. Into the rest of Sunday no Divine Law enters." Canon Eyton, in The Ten Commandments.
"Some have tried to build the observance of Sunday upon Apostolic command, whereas the Apostles gave no command on the matter at all.... The truth is, so soon as we appeal to the litera scripta [literal writing] of the Bible, the Sabbatarians have the best of the argument." The Christian at Work, April 19, 1883, and Jan. 1884
Southern Baptist:
The sacred name of the Seventh day is Sabbath. This fact is too clear to require argument [Exodus 20:10 quoted] on this point the plain teaching of the Word has been admitted in all ages Not once did the disciples apply the Sabbath law to the first day of the week, -- that folly was left for a later age, nor did they pretend that the first day supplanted the seventh. Joseph Hudson Taylor, The Sabbatic Question, p. 14-17, 41.
"The first four commandments set forth man's obligations directly toward God.... But when we keep the first four commandments, we are likely to keep the other six. . . . The fourth commandment sets forth God's claim on man's time and thought.... The six days of labour and the rest on the Sabbath are to be maintained as a witness to God's toil and rest in the creation. . . . No one of the ten words is of merely racial significance.... The Sabbath was established originally (long before Moses) in no special connection with the Hebrews, but as an institution for all mankind, in commemoration of God's rest after the six days of creation. It was designed for all the descendants of Adam."-Adult Quarterly, Southern Baptist Convention series, Aug. 15, 1937.