RangeIndex is converted to Int64Index on save to HDF5 (to_hdf)
Hello, I'm not sure if it is an intended behavior or not, and I did not find any mention about this in the documentation or in the github issue tracker. I'm filing it - just in case it was not planned to work this way.

#### Problem description

On save to HDF5 file `RangeIndex` of pandas.DataFrame is converted to `Int64Index` (which could add quite some to the stored space for the long tables).

```python
df = pd.DataFrame(np.random.randn(1000,2))
df.index
```
results in `RangeIndex(start=0, stop=1000, step=1)`

Then
```python
df.to_hdf('tmp.h5', 'df')
df = pd.read_hdf('tmp.h5', 'df')
df.index
```
results in `Int64Index([  0,   1, ..., 999], dtype='int64', length=1000) `



#### Output of ``pd.show_versions()``

<details>


INSTALLED VERSIONS
------------------
commit: None
python: 3.6.4.final.0
python-bits: 64
OS: Windows
OS-release: 7
machine: AMD64
processor: Intel64 Family 6 Model 63 Stepping 2, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.22.0
pytest: 3.3.2
pip: 9.0.1
setuptools: 38.4.0
Cython: 0.27.3
numpy: 1.14.1
scipy: 1.0.0
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: 1.6.6
patsy: 0.5.0
dateutil: 2.6.1
pytz: 2018.3
blosc: None
bottleneck: 1.2.1
tables: 3.4.2
numexpr: 2.6.4
feather: None
matplotlib: 2.1.2
openpyxl: 2.4.10
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: 1.0.2
lxml: 4.1.1
bs4: 4.6.0
html5lib: 1.0.1
sqlalchemy: 1.2.1
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
</details>
