For the phrase “Sacrifice and offering you do not desire, but you have given me an open ear.´Burnt offering and sin offering you have not required. Then I said, ‘Here I am; in the scroll of the book it is written of me. I delight to do your will, O my God.'” see Hebrews 10:5, Hebrews 10:6, and Hebrews 10:7.
Note that this quote in the New Testament is not taken from the Hebrew Bible but from the Greek Septuagint (LXX) which translates into English as “Sacrifice and offering you did not want, but ears you fashioned for me. Whole burnt offering and one for sin you did not request. Then I said, ‘Look, I have come; in a scroll of a book it is written of me. To do your will, O my God, I desired.'” (Translation by NETS — for the Greek version see the title’s tooltip)