Pensions are always paid in advance on the sixth day of the month unless the sixth day falls on a weekend or Bank Holiday, then the payment will be made on the last working day prior to the sixth day.
If your bank account is in the UK, then you should see the credit on the sixth day. However, if your pension is being paid into an overseas account, it may take up to six working days for the credit to appear in your account.
For more useful information about your pension, take a look at the Your Pension in Payment Factsheet.