A Colorado father charged with killing his family may have murdered his two young daughters before his pregnant wife returned home from a business trip, investigators said on Tuesday morning during a court appearance.

Christopher Watts was charged with nine felony counts after the bodies of his wife, Shanann, and daughters, Celeste and Bella, were found on an oil field last week near their Frederick home, days after they were reported missing by a family friend.

During Watt‘s arraignment on Tuesday, a judge recited charges against him, which indicate that detectives believe Watts killed his children first and then killed his 15-week pregnant wife, the reports.

According to the documents, Shanann was killed on August 13, the same day she returned home from an out-of-state business trip. The charges allege that Watts killed Bella and Celeste “between and including August 12 and August 13”.

Advertisement Christopher Watts is in court over the murder of his pregnant wife and two daughters. Photo / Facebook facebook twitter email linkedin google-plus whatsapp pinterest reddit

The charging documents contradict a statement Watts previously made to investigators saying he went into a fit of rage and strangled Shanann to death after he saw on the baby monitor her “actively strangling” Celeste. Bella, Watts told authorities, was already dead and had started turning blue.

Detectives did not believe Watts‘ version of events ad charged him with nine felony counts – including three counts of first-degree murder, two of murdering children in his trust, one of terminating a pregnancy and three of tampering with bodies.

Watts did not have to enter a plea during Tuesday‘s court appearance, and faces the death penalty if found guilty.

Hours after emotional plea on TV, Chris Watts confesses to killing his pregnant wife and kids. Video / CBS

According to an arrest affidavit released on Monday, Shanann‘s friend and co-worker Nickole Utoft Atkinson dropped the pregnant mother-of-two off at her home just before 2am on August 13. The two had been in Arizona for a business trip for Le-Vel, the health and wellness company they sold products for.

Atkinson told detectives that Shanann had not been feeling well during the trip due to her pregnancy. She said she grew concerned about her friend, who also suffered from the autoimmune disease lupus, when Shanann failed to show up for a doctor‘s appointment at 10am.

Atkinson said calls and texts to Shanann‘s cellphone went unanswered so she went over to her home to check on her fearing that Shanann was suffering a medical emergency.

“(Nickole) went to Shanann‘s residence and discovered her car in the garage with car seats positioned inside of it,” the affidavit says. “(She) attempted to enter the front door, but a latch prevented it from opening more than three inches.”

Atkinson said she called Watts at work and told him he needed to come home and check on his wife and children. She also called police, who arrived to the home before Watts did.

Watts let officers into the house and police discovered that Shanann‘s personal belongings like her cellphone, purse and wallet, were still inside. Watts said he and his wife had a discussion about separating around 4am before he left for work. He said they were both crying and emotional, but it was not argumentative.

Shanann Watts reveals to Chris Watts she‘s pregnant / CNN

He also told detectives that Shanann told him that she was taking the girls and going to a friend‘s house.

Over the next few days, police searched for Shanann and her girls while Watts did news interviews saying he did not know where they were and begged them to come back home.

The day before his arrest, Watts pleaded for his family‘s safe return saying in an on-camera interview: “I just want people to know that I want my family back. I want them safe and I want them here.”

During his court appearance on Tuesday, Watts hung his head and stayed silent. Shanann‘s father, Frank Rzucek, wept silently but uncontrollably as the charges were read.

Rzucek‘s son Frankie, 32, put his hand on his father‘s back in support as the older man leaned forward in his seat and cried.

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Never auto play Shanann Watts‘ father, Frank Rzucek Sr., shakes visibly Tuesday as District Judge Marcelo Kopcow reads the formal charges against Christopher Watts, who police say killed Shanann and the couple‘s two daughters. Video/AP

At the end of the 18-minute hearing in Greeley, Colorado, Rzucek, 55, stared down Christopher Watts as he was led from the court by prison officers.

Watts, 33, whose hands and legs were shackled did not lift his head to acknowledge his father-in-law as he shuffled out of the third-floor courtroom.

Watts answered, “Yes sir” several times in a barely audible voice as Judge Kopcow read the charges to him. He will next appear in court on November 19.

Judge Kopcow told him that if found guilty of the murder charges he could face the death penalty and in any case will never see life outside prison.

District Attorney Michael Rourke has nine weeks to decide whether to seek execution.

According to the affidavit, Watts claimed that he had been having an affair with a co-worker at Anadarko Oil and he told his wife he wanted to separate after she returned home following her trip.

Police now believe Christopher Watts may have killed his daughters before his wife returned home from a business trip. Photo / Facebook facebook twitter email linkedin google-plus whatsapp pinterest reddit

He claimed he then left the bedroom and when he returned he watched on the baby monitor as Shanann strangled Celeste. He became enraged, he claimed, and strangled his wife.

He then bundled the bodies into his truck and drove 56km to a windswept plain outside Roggen, Colorado, where he buried his wife in a shallow grave and dumped his two daughters into a tank filled with crude oil.

He later told police where he had hidden the bodies.

Watts has been held at the Weld County Jail on the outskirts of Greeley. He is being kept away from other prisoners for his own safety, according to Fox News.

Shanann‘s father made an emotional appearance Monday to thank everyone involved in arresting his son-in-law.

“I‘d like to thank everyone in the Frederick Police Department and all the agencies involved for working so hard to find my daughter, granddaughters and Nico,” Rzucek said between sobs.

“I‘d like to thank everyone for coming to the candlelight vigil and saying all your prayers. They are gratefully appreciated — and keep the prayers coming for our family.”

Since the bodies were found, well-wishers have left toys, dozens of flowers, candles and balloons in the front yard of the $400,000 house on Saratoga Trail in Frederick that the couple bought in 2013.