The ups label is created at the point where your application is received, but you are only notified of the number when (if?) the visa is printed, and UPS generally don't pick up from the consulates until later that evening, which is why there is a period where you're in limbo. If you got the email yesterday, you should get your package Monday.
I'm told NYC are up to date on T4s, LA should be by the end of next week and Chicago will have done all of theirs by the end of today