Jesus taught that we are to keep the commandments:
And, behold, one came and said unto him, Good Master, what good thing shall I do, that I may have eternal life?
Matthew 19:16,17
And he said unto him, Why callest thou me good? there is none good but one, that is, God: but if thou wilt enter into life, keep the commandments.
Whosoever therefore shall break one of these least commandments, and shall teach men so, he shall be called the least in the kingdom of heaven: but whosoever shall do and teach them, the same shall be called great in the kingdom of heaven.
Matthew 5:19
The women that followed Jesus knew to keep the commandments:
And the women also, which came with him from Galilee, followed after, and beheld the sepulchre, and how his body was laid.
Luke 23:55,56
And they returned, and prepared spices and ointments; and rested the sabbath day according to the commandment.
Please note that this is after His death on the cross. They still kept the commandments.