Albert Barnes on John 16:26

I say not unto you that I will pray, &c. In Jn 14:16, Jesus says that he would pray the Father, and that he would send the Comforter. In chapter 17, he offered a memorable prayer for them. In Heb 7:25, it is said that Jesus ever liveth to make intercession for us; and it is constantly represented in the New Testament that it is by his intercession in heaven now that we obtain the blessings of pardon, peace, strength, and salvation. Comp. Heb 9:24. This declaration of Jesus, then, does not mean that he would not intercede for them, but that there was no need then of his mentioning it to them again. They knew that; and, in addition to that, he told them that God was ready and willing to confer on them all needful blessings.

(v) "At that day" Jn 16:23