At that day - In the time when my life shall be fully manifested to you, and you shall receive the assurance that I live. This refers to the time after his resurrection, and to the manifestations which in various ways he would make that he was alive.
That I am in my “Father ... - That we are most intimately and indissolubly united. See the notes at John 10:38.
Ye in me - That there is a union between us which can never be severed. See the notes at John 15:1-7.