Abond type with a difference in electro negativity of less than 0.4 would be classified as

Non polar covalent bond.

Explanation:

The covalent bond is polar when the electronegativity difference of bonded atom is greater than 0.4. If the electronegativity difference is 0.4 or less than this the bond will be non polar.

Covalent bond:

It is formed by the sharing of electron pair between bonded atoms.  

The atom with larger electronegativity attract the electron pair more towards it self and becomes partial negative while the other atom becomes partial positive.

For example:

In water the electronegativity of oxygen is 3.44 and hydrogen is 2.2. That's why electron pair attracted more towards oxygen, thus oxygen becomes partial negative and hydrogen becomes partial positive and the bond is polar.

In case of F₂  the electronegativity difference is zero that's why the bond is non polar covalent bond.