Well, that would depend on what you consider futurism. Ancient Egyptian writings, for example, provide some of the earliest concepts of the end of the world, or a final apocalypse of some kind in the distant future, though I doubt this is what you'd be looking for. These myths don't go into detail about changes in society over time or technological advancement.

The 2nd century satire True History, written by Syrian-Greek writer Lucian, is often cited as the first instance of proto-science fiction. This story describes not only interplanetary travel, but space battles and extraterrestrial beings. However, it is important to note that this is a satire, and that this story probably falls closer to fantasy than to futurism - it just happens to be set in a setting which resembles modern science fiction.

Personally, I'd say that the Indian poem Ramayana, traditionally believed to have been written sometime around the 5th century CE, is probably the best contender, because this story actually describes a futuristic society. It includes giant mechanical vehicles that can leap from under the sea to space, and destroy entire cities with advanced weapons. What sets this poem out from all the rest is that the various machines and devices in it are purely physical, and based on contemporary 5th century technology, not just magic or divine intervention.