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Modern cross processions have their genesis in OT-period liturgy

Of course, the herald of the king was prophesied about 520 years before it happened:

“Rejoice greatly, O daughter of Zion!
Shout aloud, O daughter of Jerusalem!
Behold, your king is coming to you;
righteous and having salvation is he,
humble and mounted on a donkey,
on a colt, the foal of a donkey.”
(Zechariah 9:9)

In the didactic writings, Apostle Paul describes all the faithful in Christ as Christ’s captives following Him in His “triumphal procession.”

David Bray mounts the cross during the evening service at St. Andrew's Chapel in Sanford, Florida, on Dec. 28, 2014.

David Bray mounts the cross during the evening service on Sunday, Dec. 28, 2014, at St. Andrew’s Chapel in Sanford, Florida.

(II Corinthians 2:14) “Thanks be to God, who in Christ always leads us in triumphal procession, and through us spreads the fragrance of the knowledge of him everywhere.”

In the Old Testament, there are numerous descriptions of festal and solemn processions leading from the streets to the sanctuary and altar of the first Temple, examples of the devotion of God’s people. Among the many positive, biblical references are the following:

(Psalm 118:27) “The LORD is God, and he has made his light to shine upon us. Bind the festal sacrifice with cords, up to the horns of the altar!”

The New Testament, in II Corinthians 4:6 and Ephesians 1:17-18, identifies the LORD’s light as being the knowledge that comes from Christ. Later, the New Testament, in Romans 12:1 and Hebrews 13:15, identifies thankfulness and worship as the sacrifice that is acceptable at the Lord’s altar.

(Psalm 68:24) “Your procession is seen, O God, the procession of my God, my King, into the sanctuary.”

(Psalm 42:4) “These things I remember, as I pour out my soul: how I would go with the throng and lead them in procession to the house of God with glad shouts and songs of praise, a multitude keeping festival.”