Deleting Weekends and unrequired workhours

Ok , I have HUGE HUGE list of financial data covering up to 1 m+ rows in excel. In range a1 , i have the date , i want to delete rows which have weekends and contain workhours from 15:30 to 9:00am

Now i wrote a very very inefficient macro(coz i tried running it) , Is there a faster way , i have been reading about autofilter would be a faster way, but how can I achieve so ?

Sub weekend()
Dim j As Integer, 



For j = 1 To 34 ' i dont know how to get used number of rows 

If Weekday(Range("A1").Offset(j, 0), vbMonday) = 6 Then Range("A1").Offset(j, 0).EntireRow.Delete
If Weekday(Range("A1").Offset(j, 0), vbMonday) = 7 Then Range("A1").Offset(j, 0).EntireRow.Delete

Next j