If you right click on a weekend day, and select inspect element, on the td you should see a CSS class of mpcalendarweekendday. That selector, and the others for ECP, are located in styledatacalendar.css for your skin. If changes you make there aren't being reflected immediately in your site, you may just need to turn off caching, by adding the following keys to your user.config. Touch web.config after making this change, and be sure to set these back to true for production.
<add key="CombineCSS" value="false" />
<add key="MinifyCSS" value="false" />
<add key="CacheCssOnServer" value="false"/>
<add key="CacheCssInBrowser" value="false"/>
There is one other possibility: Are you trying to style the built-in Event Calendar, rather than Event Calendar Pro? If so, those selectors are located in styleaspcalendar.css
Hope that helps.
Jamie