The short answer is that your ND filter is not strong enough.
As Alan Marcus's answer points out, according to the Sunny 16 rule, in bright daylight at ƒ/16, you will get a nominally-correct exposure when your shutter speed is the inverse of your ISO (i.e., at ISO 100, you should set the shutter to 1/100 s).
Setting the aperture at ƒ/22 buys you an additional stop on your shutter speed; The 6-stop ND filter buys an additional 6 stops (of course). 7 stops is equivalent to multiplying by 27, or 128. So a correctly-exposed full daylight scene at ƒ/22, ISO 100, 6-stop ND filter is about 1.25 seconds.
I'm sure you've noticed that you don't get those dreamy clouds with a mere 1.25 second exposure. Depending on the clouds' altitude and wind speed, you might need at least 30 seconds, perhaps more. 30 seconds is about 4.5 additional stops beyond what your 6-stop ND can give you. Therefore, on a bright sunny day, I recommend at least a 10-stop ND filter.
Now, because you already have a 6-stop filter, it will probably be cheaper to acquire a 4-stop filter (and perhaps a 2- or 3-stop filter as well), than to get a 10-stop ND.
(I'm assuming that stacking 2 filters on your lens won't lead to strong vignetting. If that's the case, you'll need to go to a single 10-stop)
Regarding your dialed-in Exposure Compensation:
In full manual mode, setting the exposure compensation does nothing to actually adjust your exposure. The camera can only control 3 parameters: ISO, aperture, and shutter speed. In full manual mode, if you have set ISO 100, ƒ/22, and are controlling shutter speed in Bulb mode, there's nothing more the camera can do for your exposure.
By setting exposure compensation, what you're actually doing is just adjusting the "0 point" of the camera's exposure meter. Even in Manual, the camera's exposure meter is still working, trying to tell you if something is under- or over-exposed. By setting EC to -5 EV, you're basically telling the camera adjust its reported "correct" exposure metering by 5 EV. So if the camera normally thinks a scene is correct at certain settings, instead it reports back "Well, you told me that I am making it too bright by 5 stops, so... User: darken the scene by 5 stops."
In any of the other modes (P, S, or A), instead of telling you darken the scene by 5 stops, the camera will do it itself.
And by the way, dialing in Exposure Compensation in Bulb mode is nonsensical. How can the camera's exposure meter even guess at exposure when it has no idea how long the shutter will be open? (Thanks to Michael Clark for pointing this out).