We study continuous variable coherence of phase-dependent squeezed state based on an extended Hanbury Brown-Twiss scheme. High-order coherence is continuously varied by adjusting squeezing parameter r, displacement α, and squeezing phase θ. We also analyze effects of background noise γ and detection efficiency η on the measurements. As the squeezing phase shifts from 0 to π, the photon statistics of the squeezed state continuously change from the anti-bunching (g(n) < 1) to super-bunching (g(n) > n!) which shows a transition from particle nature to wave nature. The experiment feasibility is also examined. It provides a practical method to generate phase-dependent squeezed states with high-order continuous-variable coherence by tuning squeezing phase θ. The controllable coherence source can be applied to sensitivity improvement in gravitational wave detection and quantum imaging.