Zechariah 12 contains the oracles from the LORD that speak of the coming day of his reign. These prophecies have been applied both by Christians and Jews to different contexts, but the recurrent theme is set by the term, "on that day."
It is not unusual for the LORD to call a prophet to perform some strange act as a living sermon. In this case, found in Zechariah 11:4-17, Zechariah must become a commercial shepherd.