SANFORD, Fla. — An unarmed black teenager with no criminal record who was shot to death by a neighborhood watch captain told his girlfriend moments before he was killed that he was being followed, a lawyer said Tuesday as federal and state prosecutors announced they would investigate.

” ‘Oh he’s right behind me, he’s right behind me again,’ ” 17-year-old Trayvon Martin told his girlfriend on his cell phone, the Martin family’s attorney said.

The girl later heard Martin say, “Why are you following me?” Another man asked, “What are you doing around here?” attorney Benjamin Crump said.

The phone call that recorded Martin’s final moments was disclosed as the U.S. Justice Department opened a federal civil rights probe into the Feb. 26 shooting and the local prosecutor convened a grand jury to investigate. A grand jury will meet April 10 to consider evidence in the case, said Seminole County State Attorney Norm Wolfinger.

The neighborhood watch captain, George Zimmerman, has not been charged and said he shot Martin, who was returning to a gated community in Sanford after buying candy at a convenience store, in self-defense after Martin attacked him. Police say Zimmerman is white; his family says he is Hispanic.

“She absolutely blows Zimmerman’s absurd self-defense claim out of the water,” Crump said of Martin’s girlfriend, whose name was withheld.

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The case has ignited racial tensions in this Orlando suburb of 53,500 people, sparking rallies and a protest in Gov. Rick Scott’s office on Tuesday.

“We are pleased the Department of Justice has heeded our calls and agreed to investigate this outrageous case,” said NAACP President Benjamin Todd Jealous said in a statement on Tuesday. “The rules of justice in this nation have failed when an innocent teenage boy can be shot to death by a vigilante and no arrest is made for weeks.”

The Rev. Al Sharpton was expected to join Sanford city leaders at a town hall meeting Tuesday to discuss the investigation. The Justice Department’s Civil Rights Division said it is sending its community relations service this week to Sanford to “address tension in the community.”

More than 350 people packed into the wood paneled sanctuary of the Allen Chapel AME Church, located in a traditionally black neighborhood of Sanford. A line flowed down steps with others trying to get in.

Residents attending the town hall meeting cheered and jumped to their feet when local NAACP leader Turner Clayton Jr. suggested that the U.S. Department of Justice shouldn’t just review the investigation but it should take over the Sanford Police Department.

“This is just the beginning of what is taking place,” Clayton said. “We’re going to make sure justice prevails.”

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Prior to the meeting, Sandera Duval held up a white sign in the sanctuary that said in simple black letters, “Justice for Trayvon.”

“We want justice for Trayvon because this is a senseless crime,” said Duval, 62, a retired nurse. “That could have been my child or my grandchild.”

Crump told reporters Tuesday it was Martin who cried out when a man bearing a 9mm handgun came at him. Police said Zimmerman was bleeding from his nose and the back of his head, and told police he had yelled out for help before he shot Martin.

Martin, who was in town from Miami to visit his father in Sanford, called his 16-year-old girlfriend in Miami several times on Feb. 26, including just before the shooting, Crump said. The discovery of the lengthy conversations, including one moments before the shooting, was made over the weekend by Martin’s father by checking his son’s cell phone log, Crump said.

The teenager told the girl on his way back from the store he’d taken shelter the rain briefly at an apartment building in his father’s gated community, Crump said. Martin then told the girl he was being followed and would try to lose the person, Crump said.

“She says: ‘Run.’ He says, ‘I’m not going to run, I’m just going to walk fast,’ ” Crump said, quoting the girl.

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After Martin encountered Zimmerman, the girl thought she heard a scuffle “because his voice changes like something interrupted his speech,” Crump said. The phone call ended before the girl heard gunshots.

The last call was at 7:12 p.m. Police arrived at 7:17 p.m. to find Martin lying face down on the ground.

Zimmerman was handcuffed after police arrived and taken into custody for questioning, but was released by police without being charged.