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These are the twelve days beginning on Christmas day (December 25) and ending just before Epiphany (January 6). In the Middle Ages this period was one of continuous feasting and merrymaking, which climaxed on Twelfth Night, the traditional end of the Christmas season.
During the twelve days of Christmas, traditional roles were often relaxed, masters waited on their servants, men were allowed to dress as women, and women as men. Often a Lord of misrule was chosen to lead the Christmas revels. Some of these traditions have an echo in modern day pantomime where traditionally authority is mocked and the principal male lead is played by a woman, while the leading older female character, or 'Dame' is played by a man.
This period is referred to in the song Twelve Days of Christmas