Christianity traditionally marks out from the calendar the week (Sunday to Saturday) before Easter Sunday. We call it Holy Week, hebdomada sancta. The Sunday before Easter Sunday and the three days immediately preceding it are particularly important : Palm Sunday, on which the entry of Jesus Christ into Jerusalem is celebrated; Holy, or Maundy, Thursday, on which his Last Supper is celebrated; Good Friday, on which his death is remembered; and Holy Saturday, in which we wait expectantly for his resurrection. These last three days are called (in both Latin and English) the Triduum.
"Maxima Redemptionis", a general decree of the Sacred Congregation of Rites issued in 1955, discusses the observations of Holy Week, and in the process gives (presumably typical) names for them. It states in its discussion of the Divine Office (the daily prayers said by religious and many lay Catholics):
Dominica II Passionis seu in palmis, feria II, III, et IV hebdomadae sanctae, officium divinum horis consuetis persolvitur.
In triduo sacro, id est: feria V in Cena Domini, feria VI in Passione et Morte Domini*, et sabbato sancto, si officium peragatur in choro, vel in communi, haec serventur.
On the Second Sunday of the Passion, or in the Palms, [and on] the second, third, and fourth [weekday] of Holy Week, the Divine Office is to be performed at the usual hours.
During the Sacred Triduum, that is: on the fifth weekday [Thursday], at the Supper of the Lord; on the sixth weekday [Friday], at the Passion and Death of the Lord; and on Holy Saturday, if the Office may be performed in choir, or in common, let them [i.e. the group reciting the Hours] observe it.
I conclude, then, that the "Feria N" is an ablative of time referring to the day purely as a weekday name, and the "in cena...", "in passione...", "in parasceve" are appositive phrases describing the feast observed on that day.
It seems that the names of the days of the Triduum are therefore
- Feria V, in cena domini [Thursday, on the Supper of the Lord]
- Feria VI, in passione et morte Domini (or in parasceve) [Friday, on the passion and death of the Lord; or Friday, on the Passover]
- Sabbatum sanctum [Holy Saturday]
*The phrase "feria VI in parasceve" does not occur in this document; however, it does in, for example, the encyclicals "Redemptoris Nostri Cruciatus" of Pope Pius XII and "Fides et Ratio" of Pope John Paul II.