There are 5 notes plus the octave in the Blues, or Pentatonic Scale. In the key of E, they are EGABD. The boxes are groups of these notes in that can be easily accessed from one position on the neck of the guitar that rock guitarists often use. These fixed box patterns can be transposed (moved on the neck) to any key.
The light purple notes are a scale pattern that runs the length of the neck. Begin on the low open E string and use the fingers designated by the dots and you can smoothly run this scale from the low E up the length of the neck.
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