Jamieson, Fausset and Brown on Jeremiah 13:4

4. Euphrates--In order to support the view that Jeremiah's act was outward, Henderson considers that the Hebrew Phrath here is Ephratha, the original name of Beth-lehem, six miles south of Jerusalem, a journey easy to be made by Jeremiah. The non-addition of the word "river," which usually precedes Phrath, when meaning Euphrates, favors this view. But I prefer English Version. The Euphrates is specified as being near Babylon, the Jews future place of exile.

hole--typical of the prisons in which the Jews were to be confined.

the rock--some well-known rock. A sterile region, such as was that to which the Jews were led away (compare Is 7:19) [Grotius].