From Sahih Bukhari (Hadith 4737):
Narrated Ibn `Abbas:When Allah's Messenger (ﷺ) arrived at Medina, he found the Jews observing the fast on the day of 'Ashura' (10th of Muharram). The Prophet (ﷺ) asked them (about it) and they replied, "This is the day when Moses became victorious over Pharaoh." The Prophet (ﷺ) said (to the Muslims), "We are nearer to Moses than they, so fast on this day
Reference: Bukhari 4737