The Hebrew form, as Eloi, Eloi, etc., is the Syro-Chaldaic (the common language in use by the Jews in the time of Christ) of the first words of the twenty-second Psalm; they mean "My God, my God, why hast thou forsaken me?"
Smith’s Bible Dictionary
Eli, Eli, Lama Sabachthani
Smith’s Bible Dictionary, William Smith (1863). Public domain, from the CrossWire SWORD module.