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Nothing is anonymous. The votes for a particular voting round are not revealed until after each round.

Are votes on the blockchain?

Yes, the commitment is stored in the block chain as a hash, equal to 32 bytes total. The vote is then revealed later, requiring the weight and vote, maybe 2-4 bytes, plus the random number 20-32 bytes depending on what a suitable level of security is.

crap.. downvoted with no reason :/

You can change your vote in the CLI now. I think you can change it on steemit.com too, but I'm not sure.