2006 confirmation hearing - http://online.wsj.com/public/resources/documents/2016_0131_gorsuch_confirmation.pdf See page 7.
He’s listed as a “term member” on this list of donors. http://i.cfr.org/content/member/CFRdonors2009.pdf Term members are five year memberships. http://www.cfr.org/about/term_member_program.html
His 2006 confirmation mentions CFR membership. The 2009 donor list shows him as a “term member”. So, at a minimum, a five year membership which covers 2006 and 2009. Meaning: five years sometime between 2004 and 2011 inclusive.
William F Buckley was a member of the CFR.