Shanann Watts, 34, and her 3- and 4-year-old daughters were reported missing on Monday.
According to the Frederick Police Department, authorities believe they've also found the bodies of Bella, 4, and Celeste, 3, but would not disclose where they found the bodies.
After his pregnant wife and two daughters disappeared, Christopher Watts stood on his porch in Colorado and lamented to reporters how much he missed them.
Chris Watts, 33, has been booked on three counts each of first-degree murder and tampering with physical evidence.
During a brief court hearing on Thursday, Judge Marcelo Kopcow considered several requests on preservation of evidence made by Watts' lawyer.
Speaking to KUSA on Wednesday, Chris Watts said the couple had an emotional conversation after she returned home from a business trip early Monday.
In, October, Shanann posted a video of Chris reciting the Primrose prayer along with Bella as they sit at the dinner table with Celeste.
Prosecution believes Watts murdered his family in their home. Shannan is 15 weeks pregnant. "I was hoping that I would just get ran over by the kids running in the door, just barrel-rushing me, but it didn't happen", he told Denver TV station KMGH. She has things that she does every day.
Police reportedly executed a search warrant at Watts' home.
Now, her husband is in jail - accused of killing his family.
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There was not believed to be a further danger to Londoners or the wider United Kingdom related to the morning's crash, Basu said. How do you do that by accident? "The driver of the auto , a man in his late 20s, was arrested at the scene by armed officers".
Investigators released nearly no other details about the killings or what made them suspect Watts, citing the need to protect an investigation that was only just beginning. "Please bring her back", he is quoted as saying, according to the Fox News report.
"If somebody has her and they're not safe, I want them back now", he said.
Breaking in to a smile, he then said: "I just want them to come back".
Watts was taken into custody Wednesday night and is being held in the Weld County jail.
Authorities say they are certain they have found Shanann's body and the location of the bodies of their two children is known, but police were still working to recover them.
One of Shanann Watt's friends posted on Facebook saying she left her phone, purse, vehicle seats and children's medicine at home early Monday morning.
Colorado Bureau of Investigation Director John Camper said he couldn't disclose why Watts' body was left on Anadarko land.
He also said that they "can't get into why he did this".
"I don't feel like this is even real right now". In the same yard where Watts had spoke of his hopes and fears hours earlier, a memorial of crosses and stuffed bears lie in the grass.