on = use "on" with specific days, like on Saturday, on Easter. at= use "at" with specific times, like at 9:00, at night, or specific places, at the library.

For both time and place, "on" is less specific than "at." So "on Main Street" vs. "At 123 Main Street," or "On Wednesday / On 26 February" vs. "At 3:27 p.m." The preposition "in" is even more general than "on" or "at"--"In Cairo" or "In 1974 / In October."

http://www.ego4u.com/en/cram-up/grammar/prepositions