The Korean treasury bond (KTB) futures is analyzed by calculating the probability distribution functions of the absolute log returns in the Korean futures exchange market. A detrended fluctuation analysis (DFA) is applied in order to detect the long-range correlation embedded in the non-stationary time series. We found in this study that a persistent long-range correlation exists. In particular, the crossovers for two time intervals of transactions, Delta t = 1 and 10 min, are shown to exist approximately at 100 and 600 min, respectively.