1] Eli, Eli, lama sabachthani. The Hebrew form, as Elio, Elio, 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?"
http://bible.crosswalk.com/Lexicons/Greek/grk.cgi?number=2241&version=kjv

Additional information:
The Syro-Chalaic language is aka Aramaic.

Comment:
One fact is that the Syro-Chaldaic (Aramaic) form of the word "Eli" was "Elio". A second fact is that "Elio" is similar to the Greek word "Elias" (the final "s" being aspirated as if it were an "h"). A third fact is that Greek was, at that time, commonly spoken by the Romans, sometimes more so than even their own language (Latin). The combination of these facts offers a probable explanation of the reason that the Roman guards, who were standing watch at the scene of the crucifixions, would have mistakenly thought that Jesus had said, "Elia(h), Elia(h) ..." when he-He instead said, "Elio, Elio..."

A link to each occurrence of this word in the homepage:
1] Eli, Eli, lama sabachthani