Watch the Between The Thirds online guitar lesson by Jennifer Batten from Rock Sauce For Lead Guitar
The harmony is E7, which is a dominant chord. Of the three chord types (major, minor, and dominant) the dominant is the most fun (in my book), for stretching and experimenting. You can get away with almost anything in the chromatic scale if you play your cards right. I'll combine the E mixolydian with the E minor blues scale. Bending the minor and major thirds back and forth are at the heart of these examples.