The control zone (CTR) is the airspace immediately surrounding a controlled aerodrome. It extends from the ground to a defined altitude (usually between 1,000 and 4,000 feet above aerodrome elevation). Your routing clearance told you the altitude at which you must leave the CTR (e.g., "at 2,500 feet"). As you climb toward and through that altitude, you approach the boundary of controlled airspace.
When you reach the exit point specified in your routing clearance—whether it is a geographic waypoint or simply leaving a defined sector at the assigned altitude—you must report this to ATC:
"D-EFGH, leaving Control Zone three thousand feet."
This simple report tells the controller you are transitioning from the immediate aerodrome environment to the en-route airspace. Depending on where the CTR boundary is and where the next controlled airspace begins (such as an Approach Control zone), the tower or Departure controller may issue one of these responses:
"Roger, you may leave the frequency – The CTR is now behind you, and the next service (if any) does not apply.
"Continue climbing to [altitude], contact [station] on [frequency]" – You are entering another controller's airspace.
"Roger" – Continue as instructed, and monitor the frequency.