The next day, the one after Preparation Day, the chief priests and the Pharisees went to Pilate. "Sir," they said, "we remember that while he was still alive that deceiver said, 'After three days I will rise again.' So give the order for the tomb to be made secure until the third day. Otherwise, his disciples may come and steal the body and tell the people that he has been raised from the dead. This last deception will be worse than the first." "Take a guard," Pilate answered. "Go, make the tomb as secure as you know how." So they went and made the tomb secure by putting a seal on the stone and posting the guard. (Matthew 27:62-66, NIV)
The Bible is silent about activities of the disciples on Saturday. That would have been their Sabbath, but given the attitude of the synagogue rulers, I doubt they would have gone to the place where priests, Pharisees, and Sadducees would gather, unless maybe they had returned to their friends in Bethany.
Wherever they were would have been solomn, filled with deep grief and sorrow. They might have been wondering if they were mistaken. They probably didn't know what they would do, now that their Leader, their Master, was dead.
It does say this is the day the priests and Pharisees talked Pilate into securing the tomb. At their request, Pilate agreed they should set guards to seal and stand guard at the sepulchre.
As we know now, they weren't exactly successful. Sunday is coming.