Jamieson, Fausset and Brown on Jeremiah 11:4

4. in the day--that is, when. The Sinaitic covenant was made some time after the exodus, but the two events are so connected as to be viewed as one.

iron furnace--(De 4:20; 1Ki 8:51). "Furnace" expresses the searching ordeal; "iron," the long duration of it. The furnace was of earth, not of iron (Psa 12:6); a furnace, in heat and duration enough to melt even iron. God's deliverance of them from such an ordeal aggravates their present guilt.

do them--namely, the words of the covenant (Jr 11:3).

so, &c.--(Le 26:3, 12).