My old thermostat was a honeywell CT3611. I bought a new Honeywell RTH6350 programmable thermostat and cannot figure out where to connect the gray and blue wires coming from the wall. There is also a red yellow green and white wire. The old thermostat has C, E, W1, E, L and B terminal connectors that are not on the new one.
The new thermostat has Y2, W2, G, W, Y, R, Rc, across the top and L, Aux, G, Ob, Y, R, and Rc across the bottom set of connectors. Heat Pump is stamped next to the lower set of connectors and "conventional" is stamped next to the top connectors. We have an Armstrong Electric furnace with heat pump. It's about 10 years old.

Thank you for your help.