Eli, Eli, lama sabachthani? that is to say, My God, my God, why hast thou forsaken me?
These words in Aramaic are a reference to Psalm 22. If you read the entire Psalm you will see the events in David’s life being played out in the life of the Savior. While David is writing about what has happened to him, it is prophetic of what would happen to the Lord on the cross.
His lips were parched. His garments were won by wager. People shook their heads and said that Christ should trust in God to deliver him. All these words (and more) are found both in the account of Christ on the cross as well as in Psalm 22.
Then we are told later in Matthew 27 that the people thought he was calling for Elijah (Elias). They said to leave Christ alone and let Elijah come to His aid.
Psalm 22 ends with a glorious proclamation by David. Sure many horrible things had happened to him, but he was confident in God that all would be made right. He knew that God was the Victor. God would overcome the enemy.
25 My praise shall be of thee in the great congregation: I will pay my vows before them that fear him.
26 The meek shall eat and be satisfied: they shall praise the LORD that seek him: your heart shall live for ever.
27 All the ends of the world shall remember and turn unto the LORD: and all the kindreds of the nations shall worship before thee.
28 For the kingdom is the LORD’S: and he is the governor among the nations.
29 All they that be fat upon earth shall eat and worship: all they that go down to the dust shall bow before him: and none can keep alive his own soul.
30 A seed shall serve him; it shall be accounted to the LORD for a generation.
31 They shall come, and shall declare his righteousness unto a people that shall be born, that he hath done this.