FREDERICK, Colo. -- The body believed to be that of a pregnant Frederick woman who disappeared has been recovered and a search is continuing for her two young daughters who also vanished, law enforcement officials said Thursday.
The Colorado Bureau of Investigation said the body that is believed to be that of Shanann Watts, 34, was found on the property owned by Anadarko Petroleum, where her husband, Christopher Watts, worked.
The bodies of their daughters, 4-year-old Bella and 3-year-old Celeste "Cece," were believed found "in close proximity" to their mother's body, the Frederick Police Department said Thursday night.
“This is absolutely the worst possible outcome that anyone could imagine,” said John Camper, the director of the CBI.
Christopher Watts was arrested on Wednesday night and being held in the Weld County Jail on three charges of first-degree murder and three charges of tampering with physical evidence in the deaths. He is scheduled for a bond hearing on Thursday afternoon.
Weld County District Attorney Michael Rourke said his office will have until Monday to file formal charges against Watts.
Shanann Watts and her daughters were reported missing at 1:40 p.m. Monday. The CBI issued a missing-endangered alert for the three on Tuesday.
"The family are deeply saddened over the senseless, inhumane murders of their beloved daughter and sister Shanann, her unborn child and her beautiful daughters Bella Marie and Celeste Cathryn," family spokesman Lu Valentino said in a statement.
A close friend has said she dropped off Shanann Watts at home in the 2800 block of Saratoga Trail about 2 a.m. Monday when they got home from a work trip. She saw her go inside.
She said the two friends were supposed to meet later in the day, but Watts didn't answer her phone.
Christopher Watts said in an interview Tuesday that he didn't know where his wife and daughters were.
"In my heart, I believe that she is somewhere and I hope that she is safe," he said. "I don't know what to do right now. I just feel so alone in this house right now. I don't know where to go from here."
Shanann Watts' brother posted on social media that Christopher Watts confessed to the killings to investigators and added his sister was 15 weeks pregnant with a boy.
Law enforcement has not confirmed the confession, only that Shanann Watts and her daughters are dead.
Investigators have not said what led to the killings.