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GREELEY, Colo. — Christopher Watts was formally charged with murder on Monday in the deaths of his wife Shanann and his two young daughters, Bella and Celeste.

The Weld County District Attorney’s Office said Watts, 33, has been charged with nine felony counts, including three counts of first-degree murder after deliberation.

He was also charged with two counts of first-degree murder — victim under 12/position of trust, one count of first-degree unlawful termination of a pregnancy and three counts of tampering with a deceased human body.

Prosecutors faced a Monday afternoon deadline to file the charges.

An affidavit detailing what led to Watts’ arrest is expected to be unsealed later Monday and could reveal a lot about what investigators know about the deaths and the motive.

Watts is being held without bond in protective custody in Weld County. He is due in court Tuesday to be advised of the formal charges.

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The body of Shanann Watts, 34, was recovered Thursday in a shallow grave near an oil tank on property owned by Anadarko Petroleum, where Christopher Watts worked as an operator.

Officials said Thursday night they found the bodies of the girls, 4-year-old Bella and 3-year-old Celeste. Court documents said the girls were found in an oil well in close proximity to their mother’s body.

Court documents filed by defense lawyer James Merson said the girls had been submerged in crude oil for four days.

The Weld County Coroner’s Office confirmed the identities on Friday. The cause of their deaths has not been made public.

Defense attorneys asked for DNA samples from the girls’ necks, but the motion was denied. The motion suggested they might have been strangled.

Shanann Watts, who was 15 weeks pregnant, and her daughters were reported missing at 1:40 p.m. on Aug. 13. The Colorado Bureau of Investigation issued a missing-endangered alert for the three on Tuesday.

The Frederick Police Department, the CBI and the FBI canvassed the area before arresting Christopher Watts on Wednesday night.

A close friend has said she dropped off Shanann Watts at home 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.