Same notes as: A major and F♯ natural minor

Steps: Half, whole, whole, whole, half, whole, whole

About the Phrygian scale

Phrygian is the third mode of the major scale: E to E on the white keys. The name comes from Phrygia, a region of ancient Anatolia. Medieval theorists borrowed the Greek names for the church modes but didn't match them to the original Greek scales, so today's Phrygian isn't the scale the ancient Greeks meant. In medieval church music it was the third mode, with its home note on E.

What makes it sound the way it does

It's natural minor with one change: the 2nd is flattened. That half step right above the root gives a major chord one half step above the home chord, and moving between those two chords is the most recognisable Phrygian sound.