The two officials told the news station they believe they know where the bodies of 34-year-old Shanann Watts and her daughters, 3-year-old Bella and 4-year-old Celeste, are and were in the process of recovering them.
Christopher Watts remained held without bail in connection with three counts of first-degree murder and three counts of tampering with evidence, KMGH reports.
The Colorado Bureau of Investigation said Shanann Watts, 34, who was 15 weeks pregnant, and her daughters Bella, 4, and Celeste, 3, were killed Monday.
Law enforcement officials told The Denver Channel that Watts had confessed to killing his family and cops believe they know where they can find the remains. On Tuesday, Watts gave an emotional interview, pleading for his family's safe return.
"She would take the kids to the pool and [Chris Watts] would always take them in a little wagon", he said.
The FBI and Colorado Bureau of Investigation are investigating this case. Beach said she was a nice person with two lovely children, both of whom he had seen on their recent visit.
Authorities did not comment on a possible motive or confirm whether Christopher Watts had confessed to the murders. Officers doing a welfare check found that Shannan's keys, purse, and phone, as well as her auto, were still at the house.
"Nothing absolutely nothing would get in my way of taking away his life like he did mine and my ENTIRE FAMILY", Frankie Rzucek, Shannan's brother, wrote.
Watts' friend told KDVR she called police on Monday and walked through the house with officers as they did a welfare check. "We just thought we were doing the right thing by being a good friend", Nick Thayer said. She had been in a hurry to sell a house in Belmont, west of Charlotte, and left behind the furniture as part of the sale, said the man who bought it, Byron Falls.
During a news conference Wednesday, Frederick police Sgt. Ian Albert said an update would be provided around 6 p.m. "I don't know, but if someone has her and they're not safe I'll want them back now".
Throughout the morning, Chris said he called Shannan and sent her several text messages but received no response, which struck him as unusual.
He said the last time he saw his family was early Monday morning before leaving for work.
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