Behold, I will send you Elijah the prophet before the great and awesome day of the Lord comes. And he will turn the hearts of fathers to their children and the hearts of children to their fathers, lest I come and strike the land with a decree of utter destruction.

Malachi 4:5-6

Here the prophecy is made that Elijah will come before Christ. The reference here of the great and awesome day of the Lord is to Christ's coming in judgment, not at the final judgment, but against Jerusalem. Many would be converted to the knowledge and faith of the Christ. They would become likeminded and love one another.

But how did the New Testament interpret this?

But the angel said to him, “Do not be afraid, Zechariah, for your prayer has been heard, and your wife Elizabeth will bear you a son, and you shall call his name John. And you will have joy and gladness, and many will rejoice at his birth, for he will be great before the Lord. And he must not drink wine or strong drink, and he will be filled with the Holy Spirit, even from his mother's womb. And he will turn many of the children of Israel to the Lord their God, and he will go before him in the spirit and power of Elijah, to turn the hearts of the fathers to the children, and the disobedient to the wisdom of the just, to make ready for the Lord a people prepared.”

Luke 1:13-17

Truly, I say to you, among those born of women there has arisen no one greater than John the Baptist. Yet the one who is least in the kingdom of heaven is greater than he. From the days of John the Baptist until now the kingdom of heaven has suffered violence, and the violent take it by force. For all the Prophets and the Law prophesied until John, and if you are willing to accept it, he is Elijah who is to come.

Matthew 11:11-14

And as they were coming down the mountain, Jesus commanded them, “Tell no one the vision, until the Son of Man is raised from the dead.” And the disciples asked him, “Then why do the scribes say that first Elijah must come?” He answered, “Elijah does come, and he will restore all things. But I tell you that Elijah has already come, and they did not recognize him, but did to him whatever they pleased. So also the Son of Man will certainly suffer at their hands.” Then the disciples understood that he was speaking to them of John the Baptist.

Matthew 17:9-13

Peter, James, and John understood that the very Elijah the Tishbite (as the Aldine and Sixtine editions of the Septuagint actually read) from the times of Ahab would come again. As many Jews believed that Elijah had been hid and would reappear before the Messiah came, and even be hidden again to reappear before Gog and Magog. Trypho the Jew, when debating with Justin Martyr, said that Messiah "shall not know himself, nor have any power, till Elias comes, and anoints him, and makes him known to all." The scribes argued that since the same Elijah the Tishbite had not come, Jesus could not be the Christ. The disciples thought that having seen Elijah in this transfiguration, they could publish the news and shut the mouths of the scribes. But Jesus said Elijah had already come.

Jesus explained that it was not Elijah the Tishbite, but one who had come in his power and spirit. The Jews had an almost "Santa Claus" understanding of Elijah, at least in the sense that he was "making a list and checking it twice, finding out who's been naughty and nice." Whenever there was a dispute, they would say, "let it be left till Elias comes." They believed that Elijah would sort out all things. But here is a much better fulfillment. This one had come and had restored all things, that is, he turned the disobedient to the wisdom of the just, to make ready for the Lord a people prepared.

John the Baptist fulfilled the prophecy of Elijah. So John the Baptist confirmed that Jesus was indeed the Christ.

So, as was the case with the Sabbath, the New Testament interprets the Old Testament.