The first says that the action of your going that far will occur at some time after the time of your speaking, i. , in the future. The second, without further information or proper context, could be intercepted as (1) I will have gone that far [if I hadn't met you, though 'if + past perfect' is better with 'would have + past participle'], (2) I will have one that far [When you phoned me to say 'come back' ('will have' expressing a certain level of 'certainity')], (3) I will have gone that far [before you leave your house ('will have' expressing that something, in this case the action of your going that far, will have happened/finished before something else, in this case 'leaving the house', in the FUTURE)].
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Laboriousintercepted
LaboriousoneSorry for the typos, those were interpreted, not intercepted, and gone, not one, actually.