Electron magnetohydrodynamic turbulence is investigated under the presence of a relatively strong external magnetic field b0e∥ and through three-dimensional direct numerical simulations. Our study reveals the emergence of a k⊥(-8/3) scaling for the magnetic energy spectrum at scales k∥(D)≤k⊥≤k⊥(D), where k∥(D) and k⊥(D) are, respectively, the typical largest dissipative scales along and transverse to the b0 direction. Unlike standard magnetohydrodynamic, this turbulence regime is characterized by filaments of electric currents parallel to b0. The anomalous scaling is in agreement with a heuristic model in which the transfer in the parallel direction is negligible. Implications for solar wind turbulence are discussed.