A quick primer on mechanics of BlazBlue that one should probably understand.
Now for what each one is.
1.) Health Bar - This one should be pretty self explanatory, this is a character's health bar, with the character portrait to the side. This hits zero, you're KO'ed.
2.) Barrier Bar - This bar represents your current Barrier Gauge left. The barrier gauge is a special gauge that's consumed by pressing Back and A+B. This form of block reduces chip damage (minor damage taken while blocking attacks), pushes the opponent back, and is able to block certain attacks that are otherwise unblockable. If you deplete this gauge, you are put in Danger mode where you take increased damage.
3.) Burst Gauge - The Burst Gauge in Continuum Shift is different than in Calamity Trigger. At the start of the fight, each player has one stock. When a player loses a round, they gain another stock, up to a maximum of two stock. When you burst (A+B+C+D) one of two things may happen. If done while an opponent is striking you, you will perform a Defensive Green Burst, which will knock the opponent off from their combo (note, this sometimes cannot be performed during certain attacks). And when used when not being struck, you perform an Orange Offensive Burst, which if it hits the opponent, the opponent will be launched into the air, vulnerable to combos. You are alloted a maximum of two bursts within a fight, once used, they will not restock.
4.) Guard Primer Gauge - This is the Guard Primer Gauge, which replaces the Guard Libra system in Calamity Trigger. Each character has a set amount of Primers, this is character dependent. As you can see in this picture, Haku-men has six Guard Primers, Tager has ten. Offense oriented characters tend to have fewer, as well as smaller characters. Certain moves, when blocked, will remove a Guard Primer. When all Guard Primers are removed, it performs a Guard Crush, which leaves the player in a vulnerable state for a very long period of time.
5.) Round Time - Time left until the round is over, no explanation needed. At the end of the timer, whoever has the highest health wins, or if health is tied, the round is a draw.
6.) Heat Gauge - The Heat Gauge is much like the Tension Gauge from Guilty Gear, in that it's a gauge used to execute specific moves, in this case, Distortion moves. However, the way it's built is completely different. Heat is built through several means, landing attacks on an opponent, blocking attacks from the opponent, being struck by the opponent, Instant Blocking (essentially, blocking a split second before a move lands) an opponents attacks, or being at 20% or lower life, you will slowly generate heat. There are two exceptions to the standard Heat Gauge. These are Jin Kisaragi's Gauge, which builds exactly the same as everyone else's, except he is able to expend 25% of his gauge for special attacks using his Drive, and Haku-men, who does not have a standard Heat Gauge, but instead has Magatama. Haku-men's Heat Gauge warrants it's own explanation.
Haku-men's heat gauge is divided into 8 Magatama. Haku-men's gauge also replenishes itself constantly, unless a move is consumes Magatama, which pauses the gain for a moment. All of Haku-men's special attacks take Magatama, ranging from one to all eight Magatama. When Haku-men lands either his 5D, 2D, or j.D counters, he gains one Magatama. Cutting a projectile with an attack also generates one Magatama, and Instant Blocking generates 1/3 of a Magatama. Haku-men is extremely reliant on his gauge, and requires Magatama to perform the majority of his combos.