Jesus didn't change the covenant, he abolished it.
Rev. 22:19
And if any man shall take away from the words of the book of this prophecy, God shall take away his part out of the book of life, and out of the holy city, and from the things which are written in this book. (I think this is the verse you're thinking of.)
Also, Matt. 5:17-18 reads "Think not that I am come to destroy the law, or the prophets: I am not come to destroy, but to fulfil. For verily I say unto you, Till heaven and earth pass, one jot or one tittle shall in no wise pass from the law, till all be fulfilled."
Jesus fulfilled the prophecies in the OT by doing away with the law.