COLORADO -- Update: Police found the body of 34-year-old Shannon Watts and the bodies of two daughters on Thursday.
Shannon Watts was 15 weeks pregnant. daughters were 4-year-old Bella Watts and 3-year-old Celeste Watts.
Christopher Watts, 33, husband and father, led police to the body of Shannon on land owned by his former employer, Anadarko Petroleum Corp. The bodies of the girls were found later.
Watts is held without bail, facing 3 counts of murder and charges relating to tampering with police evidence. He will be formally charged on Monday.
"As horrible as this outcome is, our role now is to do everything we can to determine exactly what occurred," John Camper, director of the Colorado Bureau of Investigation, said at a news conference Thursday.
Christopher Watts is due in court on Tuesday.
*Editor's note: A criminal charge is an accusation, by law, a person accused of a crime is innocent until proven in a court of law.