Let me focus on the context of rigorous equilibrium statistical physics (see, e.g., Georgii's book "Gibbs Measures and Phase Transitions"). There, one works with probability measures on infinite systems, often on a lattice; let me assume it's $\mathbb{Z}^d$. In this context, a macroscopic observable is defined as a function $O:\Omega\to\mathbb{R}$ (where $\Omega$ is the set of all configurations $(\omega_i)_{i\in\mathbb{Z}^d}$) which does not depend on the values of any finite sets of spins $\omega_i$ (technically, one says that such an observable is measurable with respect to the tail $\sigma$-field).
Let me give you some examples of such observables, in the simple case of Ising-type systems, i.e., with $\Omega=\{-1,1\}^{\mathbb{Z}^d}$. Let $\sigma_i$ denote the spin at $i$, $\sigma_i(\omega)=\omega_i$.
$\circ$ Averages of local observables, e.g.,
$$
\lim_{\Lambda\uparrow\mathbb{Z}^d} \frac1{|\Lambda|}\sum_{i\in\Lambda} \sigma_i\;.
$$
$\circ$ Events such as "There are no infinite connected components of $-1$-spins".
In both cases, changing a finite number of spins does not modify the value of the observable $O$.
One nice thing about this definition is that one can prove very generally that such observables take deterministic values (i.e., are almost surely constant) with respect to any pure phase (extremal Gibbs measure). In other words, they do not fluctuate (remember one deals here with infinite systems).