Treasury Futures

Treasury futures are derivatives that track the prices of specific Treasury securities.
To go long a Treasury futures contract is to consent to take delivery of the underlying securities at the price at which you went long (adjusted for differences between different deliverable bonds). Since Treasury futures (like different futures contracts) go all over with their underlying assets, you would go long Treasury futures for a similar explanation you would buy the underlying Treasuries: You anticipate that the underlying Treasuries should get more expensive. Buyers and dealers of Treasury futures don't have the foggiest idea about anything else than investors in the underlying securities do about where Treasury prices and interest rates are going.
You wouldn't buy Treasury futures assuming that your objective was to earn income from coupon payments. Interest rate futures don't make interest payments.
Buying and selling futures is both more efficient and less secure than buying and selling the underlying securities since it utilizes leverage. To buy $100,000 par amount of Treasuries, you need to spread out something close to that amount, contingent upon the price. In any case, to go long a Treasury futures contract addressing $100,000 par amount of Treasuries, you only need to deposit $2,025 in a margin account, and keep up with no less than $1,500 in the account, as changes in the value of the contract are either added to or deducted from it.