Not all of them, though:

Monday - "понедельник", which is coming from the "day after the (previous) week", i.e. after the Sunday Tuesday - "вторник", true here, has "second" in the name Wednesday - "среда", has "middle" in the name Thursday - "четверг", also true, has "fourth" in the name Friday - "пятница", also true, has "fifth" in the name Saturday - "суббота", derived from the Hebrew "shabbat" Sunday - "воскресенье", almost the same word as "воскресение", which is the Christian Church word for the Resurrection (of Jesus Christ)