The first of the prophecies about the coming of the Messiah we should meditate during Advent is found in Genesis (Gen 49:1-10): when Jacob, born of Isaac, blesses his sons before he dies, he tells them: "Gather round so that I can tell you what will happen to you in the future…The scepter shall not depart from Judah, nor the rod of command from between its feet, until He comes to whom it belongs and to whom the peoples owe obedience."
This passage was always understood by Israel's exegetes in a messianic sense, but it took on a new relevance in the Virgin's time, after Herod I was appointed king of Judea, putting an end to the Jewish Hasmonean dynasty. Judea then became a vassal province of Rome, and remained so until the destruction of Jerusalem in 70 AD.
With Herod I, authority passed to the Romans, and the messianic sign was fulfilled, since it was at the coming of the Messiah that the scepter finally departed from Judah. At Christ's trial, the Jews would rightly reply to Pilate: "We have no king but Caesar" (Jn 19:15).