Secular and religious holidays are usually capitalized. This includes the words such as eve and day if they form part of the holiday name.
This is because these nouns are proper nouns that refer to the holiday specifically. The rule of capitalization, therefore, is that their first letter is capitalized.
These holidays, usually correspond to celebrations of specific important events such as the commemoration of Father’s Day, Mother’s Day or Valentine’s Day, national holidays that commemorate national events such as Independence Day and Martin Luther King Jr. Day in the United States. This rule is also observed for religious occasions such as Lent, Advent and Christmas day for Christians, Ramadhan for Muslims, and Hanukkah for Jews.
Holiday names are special nouns that are unique and thus they are not common nouns. In grammar, it is therefore prudent to capitalize them to emphasize their importance and uniqueness.