It is actually quite simple when I think this through:
- Make the first job step with this T-SQL query:
IF ((SELECT DAY(GETDATE())) < 6) BEGIN
SELECT 1/0
END
- Go to the Advanced Tab of the Job Step property page. Select "Quit the job reporting sucess" on the "On Failure Action" drop down.
Note: You can use RAISERROR, but the Severity has to be set to greater than 10. To avoid future maintenance confusion, I decided to go with the basic fatal error generation.