Xbox Nano - will be a streaming device similar to Chromecast and Amazon's Fire TV. Pricing point may be around $100.

Xbox Slim - Slightly bigger. He does not use the name slim, but from what it sounds like that would be the case. *More like the Apple TV with Apps playing an important part for this device*

Xbox 2 - looks to be in the works, but doubtful to be announced at E3. Instead he is hearing Spring 2017 as a release date. Virtual Reality and 4K Video playback will be a thing. He says this leak comes outside of Microsoft so its no guarantee.

Xbox Interface coming to PC, and Xbox + PC will be a big theme at E3 as more stuff is coming to PC.