The prophet Zecharia spoke about a fast in the 4th and 5th months which I could not find from my understanding of both the civil and the religious Jewish calendars.
Thus saith the LORD of hosts; The fast of the fourth month, and the fast of the fifth, and the fast of the seventh, and the fast of the tenth, shall be to the house of Judah joy and gladness, and cheerful feasts; therefore love the truth and peace. — Zechariah 8:19, KJV
I was wondering whether these fasts were perhaps instituted during the exile to Babylon.