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Christopher Watts is escorted into the courtroom before his bond hearing at the Weld County Courthouse on Thursday, Aug. 16, 2018, in Greeley, Colo. Watts, of Colorado, whose wife and daughters disappeared this week was arrested on suspicion of killing them. (Joshua Polson/The Greeley Tribune via AP, Pool)
PHOTO: Joshua Polsonhe Greeley Tribune/POOL/AP
Christopher Watts is escorted into the courtroom before his bond hearing at the Weld County Courthouse on Thursday, Aug. 16, 2018, in Greeley, Colo. Watts, of Colorado, whose wife and daughters disappeared this week was arrested on suspicion of killing them. (Joshua Polson/The Greeley Tribune via AP, Pool)
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Cops: Bodies of pregnant mom and daughters found
Shanann Watts, 34, and her two children Bella, 3, and Celeste ìCeceî, 4, have been missing since Monday from Frederick, CO, according to Frederick Police Public Information Officer Sgt. Ian Albert. 
Police checked on the residence of Watts after a friend called and requested a welfare check for the 15-week pregnant mom.

At this time police are not releasing additional information about the incident, but believe the public is not at risk, Sgt. Albert said.  
Police are asking the public to call if they have any tips that could lead to the whereabouts of Watts.
PHOTO: Frederick Police Department
Shanann Watts, 34, and her two children Bella, 3, and Celeste ìCeceî, 4, have been missing since Monday from Frederick, CO, according to Frederick Police Public Information Officer Sgt. Ian Albert. Police checked on the residence of Watts after a friend called and requested a welfare check for the 15-week pregnant mom. At this time police are not releasing additional information about the incident, but believe the public is not at risk, Sgt. Albert said. Police are asking the public to call if they have any tips that could lead to the whereabouts of Watts.
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Husband arrested in wife, daughters' disappearance
(CNN) —  

Authorities on Thursday discovered three bodies they believe to be a missing Colorado woman and her two young daughters, officials said. Police are working to confirm their identities.

Shanann Watts, who was 15 weeks pregnant, was reported missing Monday along with her two daughters, Bella, 4, and Celeste, 3. Her husband, Chris Watts, was taken into custody Wednesday night and is being held in the Weld County Jail, north of Denver, the Frederick Police Department said in a statement.

Chris Watts
PHOTO: KDVR/Weld County Sheriff
Chris Watts

“At this point we have been able to recover a body that we’re quite certain is Shanann Watts’ body,” Colorado Bureau of Investigation Director John Camper told reporters Thursday.

The same day, Frederick Police said they believed they found the bodies of Bella and Celeste.

Watts was arrested on three counts of first-degree murder and three counts of tampering with a deceased human body, a Weld County District Court judge said during Watts’ court appearance on Thursday. Prosecutors have until Monday to formally charge Watts.

The adult woman’s body was found on the property of a petroleum and natural gas exploration company, Camper said. The company said Watts used to work there, but declined to say when his employment ended.

Watch Shanann tell Chris about pregnancy

Police declined to say where the children’s bodies were discovered but said they were found “in close proximity to the other body whom officers strongly believe is Shanann’s.”

Authorities have not revealed a possible motive or other details in the case. A judge sealed the arrest affidavit, which might have provided that information.

What Chris Watts told reporter

CNN affiliate KMGH aired video showing Chris Watts’ pickup truck being towed from the family’s home overnight, as well as investigators removing items from the house in garbage bags.

In an interview with KMGH before his arrest, Chris Watts said his wife got home from a business trip about 2 a.m. Monday. The couple lived in Frederick, a town of about 8,600 people around 30 miles north of Denver.

When asked by the reporter whether they argued, Watts said, “We had an emotional conversation, I’ll leave it at that. I just want them back. I just want them to come back.”

Shanann Watts is pictured with her two daughters, Bella and Celeste.
PHOTO: from facebook
Shanann Watts is pictured with her two daughters, Bella and Celeste.

Watts said he left for work about 5:15 a.m. that day and wasn’t concerned when Shanann didn’t respond to his texts and phone calls because she was probably busy with her job, having just returned from being out of town.

But he said he became worried when one of her friends contacted him around noon and said Shanann wasn’t responding to messages.

“I walked in the house and – nothing,” Chris Watts told KMGH. “She wasn’t here. The kids weren’t here.”

“She said she was going to a friend’s house with the kids and that’s the last thing I heard, and that was it. It was very vague,” he told reporters.

FBI involved in case

An unidentified friend told CNN affiliate KDVR that she dropped off Shanann Watts at home about 2 a.m. Monday after they returned from a work trip, and watched her go into the house.

The two planned to meet later, but Watts, 34, didn’t answer her phone or show up for a doctor’s appointment, the friend said.

Police have not provided details on the disappearance, but said they conducted a welfare check after Watts’ friend called and requested one.

The FBI and the Colorado Bureau of Investigation were involved in the arrest, Frederick police said.

When asked if other people were involved, Camper said, “In terms of any danger to the community, we’re not concerned about that at all.”

Brother posts on Facebook

Frankie Rzucek, who is identified on Shanann Watts’ Facebook page as her brother, posted overnight on his page saying he just wanted “to know why.”

“I just want 30 seconds alone with that heartless psychopath. May Satan have mercy on his soul,” Rzucek wrote. “Doesn’t take a genius to know who was suspect.”

Le-Vel, a “health and wellness” company Shanann Watts worked for, according to her public Facebook page, has posted a message regarding Watts and her two daughters.

“Our hearts are broken for the loss of our dear friend Shanann Watts and her children. Shanann was an amazing woman, mother, friend, and overall person. She lit up every room and was a joy to be around. … Shanann and her children will be dearly missed. We honor them on this sorrowful day.”

Anadarko Petroleum Corporation spokeswoman Jennifer Brice said Watts is a former employee, but declined to say when he left the company.

“We are heartbroken by this, and our thoughts and prayers are with the loved ones and friends of the Watts family. We will continue to support law enforcement in its investigation. He is no longer an employee and given that the investigation is ongoing, please direct all questions to law enforcement.”

CNN’s Marlena Baldacci, Joe Sutton, Sheena Jones and Dave Alsup contributed to this report.

Correction: A previous version of this story misstated Chris Watts' legal standing. Watts has been arrested but not yet charged with murder. Previous versions also had the ages of the two young daughters reversed. Bella was 4 years old and Celeste was 3.