This doesn't use Filter, but, I think it might accomplish what you're after.
Code:
Sub Show_Last_Day_Only()
Dim lr As Long
With Sheets("Sheet1")
lr = .Cells(Rows.Count, "A").End(xlUp).Row
Rows("3:" & lr - 1).Hidden = True
End With
End Sub
and to bring everything back
Code:
Sub Show_All_Days()
Dim lr As Long
With Sheets("Sheet1")
lr = .Cells(Rows.Count, "A").End(xlUp).Row
Rows("3:" & lr - 1).Hidden = False
End With
End Sub