Yes he did.
Exo 16:23 And he said unto them, This is that which the LORD hath said, Tomorrow is the rest of the holy sabbath unto the LORD: bake that which ye will bake today, and seethe that ye will seethe; and that which remaineth over lay up for you to be kept until the morning.
This occurs BEFORE Israel got to Sinai. BEFORE the old covenant was struck. God tells Israel that HIS holy sabbath is the next day. It's been HIS holy sabbath since the beginning of the world.
Exo 16:25 And Moses said, Eat that today; for today is a sabbath unto the LORD: today ye shall not find it in the field.
Exo 16:26 Six days ye shall gather it; but on the seventh day, which is the sabbath, in it there shall be none.
Exo 16:27 And it came to pass, that there went out some of the people on the seventh day for to gather, and they found none.
Exo 16:28 And the LORD said unto Moses, How long refuse ye to keep my commandments and my laws?
There were "commandments and laws" of God BEFORE the old covenant was struck. The sabbath is being addressed specifically here. It is a commandment AND law. It existed BEFORE the covenant.
Before Jesus, the 4th commandment was a vital means of keeping people in the right gears of life. After Jesus fulfilled the law, when we are in the New covenant, so he gets us into the right gears for life.
In that sense, it makes sense to me how we are always in the Sabbath when we are in the New Covenant vehicle, because the New Covenant vehicle is a automatic transmission.
As stated earlier, the appearance of "keeping the commandments" is a response to the indwelling of the spirit of Christ. Christians are, or should be filled with love. A mature Christian doesn't think bad of others, or doesn't entertain malice or bitterness toward others. Physically, this will manifest as a "keeping" of the several commandments. It's the same way with first commandment. A mature Christian will KNOW who the true God is and will devote their lives to following and serving God. They will have no other God's before them. It's the same way with the sabbath. A mature Christian KNOWS that the sabbath IS the sabbath of the Lord. He will recognize and respect it's holiness and see that it's infused with the Lord's presence. The physical appearance will be that he is "keeping the sabbath".
Under the new covenant, Christians have the indwelling of the Lord's spirit which, if we yield to it, will fill us with this Godly love. The outward manifestation of this Godly love is that we will APPEAR to be keeping the commandments of God.
It's what John meant here:
1Jo 5:2 By this we know that we love the children of God, when we love God, and keep his commandments.
1Jo 5:3 For this is the love of God, that we keep his commandments: and his commandments are not grievous.