John 19:34
ESV - 34 But one of the soldiers pierced his side with a spear, and at once there came out blood and water.
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First of all I believe Christ Jesus was pierced with a spear to fullfill prophecy as contained in Isaiah 53 and Psalm 22.
And He was pierced to show that He was really already dead - since out flowed blood & water (medical students can explain why that proves a person is expired physically.
I wondered why the thieves crucified on either side had their legs broken - then I heard my pastor explain that in other to take a breath while being crucified the person had to raise himself up to take a breath - so they would suffocate after their legs were broken...