(CNN) — [Breaking news update, posted at 7:20 p.m. ET]
Chris Watts told Colorado police he strangled his pregnant wife, Shanann, in a rage after he saw her strangling their daughter, Celeste, 3.
The Weld County arrest affidavit from police in Frederick claims the other daughter, Bella, 4, was “sprawled out” on her bed and blue.
[Previous update, published at 7:01 p.m. ET]
A Colorado man was charged Monday with first-degree murder in the killings of his pregnant wife and their two young daughters days after their bodies were found discovered in a shallow grave and inside oil tanks.
Chris Watts is being held in the deaths of Shanann Watts, 34, and daughters Bella, 4, and Celeste, 3. Two additional first-degree murder charges accuse him of causing the death of a child under age 12.
Watts also faces three counts of tampering with a body, and a count of first-degree unlawful termination of a pregnancy, Weld County District Attorney Michael J. Rourke told reporters. He did not provide a motive in the case.
Watts, 33, is being held without bond, with his next court appearance scheduled for Tuesday morning.
Shanann’s father, Frank Rzucek Sr., said the family appreciates those who attended a candlelight vigil and expressed support.
“Keep the prayers coming for our family,” he said holding back tears.
Shanann, Bella and Celeste were reported missing August 13 from their home in Frederick, a town of about 8,600 people 30 miles north of Denver.
Their bodies were found Thursday at the site of a petroleum and natural gas company where Chris Watts had worked, authorities said.
A court filing by prosecutors says Shanann Watts’ body was “recovered from a shallow grave near an oil tank,” and that “law enforcement recovered the bodies of defendant’s two daughters from inside oil tanks located near the grave of their mother.”
A judge unsealed the arrest affidavit, which might provide information about why Chris Watts was arrested and other details.
Autopsy results have not been released, but documents filed Friday in Chris Watts’ arrest reveal some of the victims may have been strangled, along with other grim details.
Judge Marcelo Kopcow denied several motions from defense attorneys, including a request to require pathologists to swab the little girls’ necks, throats and hands for DNA. Watt’s attorneys have not commented on the case.
Friend recalls last time she saw Shanann
In a Monday interview on ABC’s “Good Morning America,” friend Nicole Atkinson said she dropped Shanann off at home about 2 a.m. August 13 after they finished a business trip.
“She went inside, turned around and waved at me and shut the door,” Atkinson said.
Shanann didn’t return calls later that day and missed a medical appointment at which she was expected to hear her unborn child’s heartbeat, Atkinson said. Shanann was 15 weeks pregnant.
Atkinson said she contacted Chris Watts, but he didn’t seem as worried as she thought he should be. Atkinson said she then contacted police.
In an interview with a local news station Tuesday — after his family disappeared but before his arrest — Chris Watts also said his wife got home around 2 a.m.
“We had an emotional conversation, I’ll leave it at that,” Watts told a reporter who asked whether they’d argued. “I just want them back. I just want them to come back.”
Watts said he left for work about 5:15 a.m. that day and wasn’t concerned when his wife didn’t respond to his texts and phone calls since she’d just returned from being out of town.
But he grew worried, he said, when one of her friends contacted him around noon and said she 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.”
Bodies found at petroleum facility
Shanann Watts’ body was found on the property of Anadarko Petroleum, authorities said. The girls’ bodies were in an “oil well filled with crude oil for several days,” Chris Watts’ attorneys indicated in a court filing.
Chris Watts was terminated from Anadarko Petroleum on August 15, company communications manager Jennifer Brice said. Watts was taken into custody late that day by the Frederick Police Department.
Chris and Shanann Watts faced financial problems in recent years and filed for bankruptcy in 2015. Their homeowners association, Wyndham Hill Master Association, recently sued the couple, saying they owed $1,533.80, according to a civil suit obtained by CNN.