The Orb of Prophecy and Change was an Orb of the Prophets, also occasionally referred to as the Orb of Change or the Orb of Prophecy. It was considered to be very powerful, causing intense encounters that prove draining even for healthy people. Bajoran religion held that the orbs were sent by the Prophets of the Celestial Temple to guide the people of Bajor.
The orb was the third of nine orbs that appeared on or near Bajor, approximately ten thousand years ago. It influenced many religious figures, including the spiritual writer Trakor, who encountered the orb some three thousand years ago, and later wrote a series of prophecies concerning the Emissary of the Prophets. (DS9: "Destiny")
In 2370, Vedek Bareil consulted the Orb during the final days of the election for the next kai. (DS9: "The Collaborator")
In 2373, Captain Sisko experienced a plasma burst leaving him with pagh'tem'far, or prophetic visions. In order to bring his visions into focus, he had an encounter with the Orb of Prophecy. (DS9: "Rapture")
There is disagreement about whether or not this in fact was the orb first seen in "Emissary." Kai Opaka stated that the orb she showed to Sisko was the only one left in Bajoran hands (all of the others had been stolen by the Cardassians). However, this orb was never specifically named on screen. As both Sisko and Dax experienced flashbacks, not prophecies about the future like Vedek Bareil did, (DS9: "The Collaborator") this first orb may in fact have been the "Orb of Memory". See Talk: Orb of Prophecy and Change.
Vedek Bareil showed Kira the third orb, specifically called the Orb of Prophecy and Change, in "The Circle." However, if no other orb was returned to the Bajorans before the events of "The Circle," then there is a contradiction of the Orb of Prophecy and Change being either the first or the third orb. Unfortunately, the portrayal of Cardassian relations makes it seem very unlikely that they would have returned any orbs before the signing of the Bajoran-Cardassian Treaty in "Life Support", unless they were able to acquire another Orb through a third party, as was the case with the Orb of Wisdom.