Authorities have a \"strong reason to believe\" that the two bodies found are Celeste and Bella, officials added.

\"PHOTO:
Town of Frederick, CO
PHOTO: Shanann Watts, 34, and her two daughters ages 3 and 4 were reported missing.
>
\"PHOTO:
Town of Frederick, CO
PHOTO: Shanann Watts, 34, and her two daughters ages 3 and 4 were killed in Frederick, Colo.
>

Chris Watts, 33, was booked on three counts each of first-degree murder and tampering with physical evidence. He is being held without bond and is set to return to court on Tuesday, reported ABC Denver affiliate KMGH-TV. Watts did not enter a plea.

The father initially spoke out to the media when his family went missing.

\"PHOTO:
Weld County Sheriff
PHOTO: Christopher Watts is accused of killing his wife and two daughters in Colorado.
>

Prosecutors said in court they believe the victims were killed in the family’s home, KMGH-TV reported.

\"I'm pissed, raged, miserable,\" Shanann Watts' brother, Frankie Rzucek, told ABC News.

\"I just want to know why,\" he wrote on Facebook. \"My precious family my one and only sibling, my sister Shanann, 2 adorable nieces Bella and Celeste and her soon to be found out unborn son Niko.\"

\"May Satan have mercy on his soul,\" Rzucek wrote.

Family friends who stood by the husband said they were shocked to hear of his arrest.

Chris Watts had initially told reporters that his wife, 34, disappeared without a trace, leaving her purse and keys at home.

\"PHOTO:
ABC News
PHOTO: A memorial outside the home of Shanann Watts in Colorado.
>

\"When I came home and then walked in the house, nothing. Vanished. Nothing was here,\" he told KMGH-TV Tuesday. \"My kids are my life. ... I mean, those smiles light up my life.\"

Friends who spoke with Chris Watts after his family's disappearance said the only thing missing in the house was his daughter's treasured baby blanket.

An Endangered Missing Alert has been issued for Shannan Watts (age 34), and her two daughters, Celeste and Bella Watts (ages 3&4). Shannan is also 15 weeks pregnant. Last seen in the Frederick area. Please RT pic.twitter.com/U6N8BqB4sE

— CBI (@CBI_Colorado) August 14, 2018
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