A manual for writers of research papers, theses, and dissertations, 7th edition - Kate L. Turabian 2007
Days and months
Abbreviations
Part III. Style 20 spelling
In text, spell out and capitalize the names of days of the week and months of the year; see also 23.3.1. In tables, figures, and citations, you may abbreviate them if you do so consistently. Use periods with the abbreviations.
Sun.
Mon.
Tues.
Wed.
Thur.
Fri.
Sat.
Jan.
Feb.
Mar.
Apr.
May
June
July
Aug.
Sept.
Oct.
Nov.
Dec.