I have to disagree, it feels wrong and unnatural to say the day first. And it makes no sense, it would be like writing the time as 34:6 instead of 6:34.
Yeah, but at least when you're writing the time you're moving in one direction. In other words it's biggest to smallest: Hour, Minute, Second. Similarly, the way we write the date in Europe goes in one direction. smallest to largest: Day, Month, Year. What I never understood was why you would write it as Month, Day, Year. It's always seemed bizarre to me.