Two Covenants: Mount Sinai and Mount Zion...

"The spirit of bondage is the effect of the law, which, manifesting his sinfulness to man, and the fearful wrath of God, makes him tremble under the apprehension of its curse. The Apostle, comparing the two covenants, namely, the law from Mount Sinai, and the gospel from Mount Zion, says, that the one from Mount Sinai gendereth to bondage, which is Hagar, but Jerusalem which is above is free, which is the mother of all believers; because, like Isaac, they are the children of the promise. Now, this promise is the promise of grace. For as man has sinned, the law which demands perfect obedience, and pronounces a curse against him who continues not in all things which it commands, must condemn and reduce him to the condition of a slave, who after he transgresses expects nothing but punishment. On this account, when God promulgated his law amidst thunderings and lightnings, the mountain trembled, and the people feared and stood afar off. This showed that man could only tremble under the law, as he could not be justified by it; but that he must have recourse to another covenant, namely the covenant of grace, in which God manifests his mercy and his love, in which he presents to sinners the remission of their sins, and the righteousness of his well-beloved Son; for in this covenant he justifies the ungodly, Rom. iv., 5, and imputes to them righteousness without works. He adopts as his own children those who were formerly children of wrath, and gives the Spirit of adoption to them who had before a spirit of bondage and servile fear."

[emphasis added]
Exposition of the Epistle to the Romans p. 360. Robert Haldane

Two relevant passages of Scripture:
"And ye came near and stood under the mountain; and the mountain burned with fire unto the heart of heaven, with darkness, cloud, and thick darkness. And Jehovah spoke unto you out of the midst of the fire: ye heard the voice of words, but ye saw no form; only ye heard a voice. And he declared unto you his covenant, which he commanded you to perform, even the ten commandments; and he wrote them upon two tables of stone." Deuteronomy 4:11-13 (ASV)

"Behold, the days come, saith Jehovah, that I will make a new covenant with the house of Israel, and with the house of Judah: not according to the covenant that I made with their fathers in the day that I took them by the hand to bring them out of the land of Egypt; which my covenant they broke, although I was a husband unto them, saith Jehovah. But this is the covenant that I will make with the house of Israel after those days, saith Jehovah: I will put my law in their inward parts, and in their heart will I write it; and I will be their God, and they shall be my people. And they shall teach no more every man his neighbor, and every man his brother, saying, Know Jehovah; for they shall all know me, from the least of them unto the greatest of them, saith Jehovah: for I will forgive their iniquity, and their sin will I remember no more."
Jeremiah 31:31-34 (ASV)