Following the Last Supper, and after Judas left to carry out his betrayal, Jesus explained to the remaining apostles the trials they would face in the coming days, and for the rest of their days. Then Our Lord prayed what is now known as The High Priestly Prayer. Here it is in its entirety as recorded by St. John in chapter 17 of his gospel account, prayed by Jesus for the new holy people:
Jesus lifted up his eyes to heaven and said, "Father, the hour has come; give glory to your Son, that the Son may give glory to you. You have given him power over all mortals, and you want him to bring eternal life to all you have entrusted to him. For this is eternal life: to know you, the only true God, and the One you sent, Jesus Christ.
I have glorified you on earth and finished the work that you gave me to do. Now, Father, give me in your presence the same Glory I had with you before the world began. I have made your name known to those you gave me from the world. They were yours and you gave them to me, and they kept your word. And now they know that all you have given me comes indeed from you. I have given them the teaching I received from you, and they received it and know in truth that I came from you; and they believe that you have sent me.
I pray for them; I do not pray for the world but for those who belong to you and whom you have given to me – indeed all I have is yours and all you have is mine – and now they are my glory. I am no longer in the world, but they are in the world whereas I am going to you. Holy Father, keep them in your Name (that you have given me,) so that they may be one, just as we are.
When I was with them, I kept them safe in your Name, and not one was lost except the one who was already lost, and in this the Scripture was fulfilled. But now I am coming to you and I leave these my words in the world that my joy may be complete in them. I have given them your word and the world has hated them because they are not of the world; just as I am not of the world.
I do not ask you to remove them from the world but to keep them from the evil one. They are not of the world, just as I am not of the world; consecrate them in the truth – your word is truth. I have sent them into the world as you sent me into the world, and for their sake, I go to the sacrifice by which I am consecrated, so that they too may be consecrated in truth.
I pray not only for these but also for those who through their word will believe in me. May they all be one as you Father are in me and I am in you. May they be one in us; so the world may believe that you have sent me. I have given them the Glory you have given me, that they may be one as we are one: I in them and you in me. Thus they shall reach perfection in unity and the world shall know that you have sent me and that I have loved them just as you loved me.
Father, since you have given them to me, I want them to be with me where I am and see the Glory you gave me, for you loved me before the foundation of the world. Righteous Father, the world has not known you but I have known you, and these have known that you have sent me. As I revealed your Name to them, so will I continue to reveal it, so that the love with which you loved me may be in them and I also may be in them."
You can read all of St. John's account of the Last Supper and the Passion starting in Chapter 13 of his gospel account.