August 17, 2018 12:19 AM

Police have found the bodies of two children believed to be those of young sisters allegedly murdered by their father in Colorado.

The Town of Frederick, Colorado, released an update on their Facebook page Thursday night in which they announced they “have strong reason to believe” the bodies are those of Bella, 4, and Celeste Watts, 3, the daughters of Shanann Watts, whose body was found earlier in the day. Shanann was pregnant.

“An update on the Shanann Watts Investigation: On August 16, 2018, during the late afternoon hours, evidence technicians from both the Colorado Bureau of Investigation and the Frederick Police Department located two bodies whom police have strong reason to believe are Bella and Celeste Watts, the daughters of Shanann Watts,” the update read.

Frederick Police

“While we will not disclose the location as to where these bodies were located, police can say that they were found in close proximity to the other body whom officers strongly believe is Shanann’s,” it continued.

“The Frederick Police Department and CBI will not answer any questions and ask that all media inquiries be referred to the Weld County District Attorney’s Office.”

Shanann, 34, was 15 weeks pregnant when she and her two daughters went missing on Monday from their Colorado home.

Shanann Watts

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The girls’ father, Chris Watts, was arrested by the Frederick Police Department on Wednesday night.

He made his first court appearance on Thursday, according to The Coloradoan.

He has been charged with three counts of murder in the first degree and three counts of tampering with physical evidence, according to a recording on the phone number for the Weld County Jail Thursday afternoon.

CBS Denver reported that Shanann’s family said in a statement, “It is with deep hurt, confusion and anger to confirm our beautiful cousin Shanann Watts, her unborn child, and her two angelic daughters, Bella (4), Celeste (3) were viciously murdered by husband Chris Watts; who confessed to the killings. Please keep Shanann’s parents and brother in your prayers.”

Chris had previously expressed concern about his family, telling KUSA that he is “hoping right now that she’s somewhere safe.”

“Like, this house is not the same. Last night was traumatic,” he said. “Last night was — I can’t really stay in this house again with nobody here.”

Christopher and Shanann Watts
Shanann Watts/Facebook

Chris’ attorney could not immediately be reached by PEOPLE for comment on Thursday.

A family friend told PEOPLE he and Shanann “were having marital problems” before her death.

According to Shanann’s Facebook page, she and Christopher were apart much of the summer. In June, July and a portion of August, she and the daughters spent six weeks in North Carolina with her family.

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They returned home to Colorado on Aug. 7. Shanann was home Aug. 8 and 9, then left for Scottsdale, Arizona, for a work trip, according to her Facebook page.

She returned home around 2 a.m. on Monday, a friend of Shanann’s told local TV station KDVR. Her friend reported her missing hours later, police have said. 

After Shanann and the girls went missing, Chris told a local ABC affiliate that he had had an “emotional conversation” with his wife just before she vanished. “But I’ll leave it at that,” he said.

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