Underground water in my backyard. What/where is this from?

I recently dug three holes in my backyard to install an arbor. One hole has filled with water. After emptying the water, I could see water streaming back into the hole. Within two hours, it had fill with 12.25 inches of water. I dug two of the holes 36 inches deep, but the hole with the water is about 20-22 inches deep. I decided to stop in order to figure out where the water is coming from before proceeding. I understand that I may be able to use products to get around the water and continue with the arbor installation, but I would like to know where the water is coming from. Is this normal? Should I be concerned? I live in a large city in the midwest and have never heard of this. Thanks for your help!