Query: Toward what area did the New Haven militia march for three days following the powder house incident?
Context: On 23 April 1775, which is still celebrated in New Haven as Powder House Day, the Second Company, Governor's Foot Guard, of New Haven entered the struggle against the governing British parliament. Under Captain Benedict Arnold, they broke into the powder house to arm themselves and began a three-day march to Cambridge, Massachusetts. Other New Haven militia members were on hand to escort George Washington from his overnight stay in New Haven on his way to Cambridge.