Élève du lycée
Here's a breakdown:
* Élève - student
* du - of the (masculine singular)
* lycée - high school
You can also use lycéen(ne) which is a noun meaning "high school student" but it's not as formal as "élève du lycée".
* Lycéen - male high school student
* Lycéenne - female high school student
For example:
* Je suis élève du lycée. (I am a high school student.)
* Il est lycéen. (He is a high school student.)
* Elle est lycéenne. (She is a high school student.)