He said the last time he saw his family was early Monday morning before leaving for work.
"At this point we have been able to recover a body that we're quite certain is Shanann Watts' body", Colorado Bureau of Investigation Director John Camper said, according to CNN.
However, the department tweeted that Watts has not yet been charged. As of publication of this story the bodies of the couple's little girls have yet to be found. There are several Anadarko properties within 15 miles of Frederick. A spokesman for the Texas-based company told KMGH that Christopher Watts had worked for the firm, but was no longer employed there as of Thursday.
"He is no longer an employee and given that the investigation is ongoing, please direct all questions to law enforcement". He is set to face formal charges next week.
A noticeable increase in police activity could be seen late Wednesday night at the family's home.
Investigators could be seen taking bags of evidence from the home.
Shanann Watts' brother posted on social media that Christopher Watts confessed to the killings to investigators and added his sister was 15 weeks pregnant with a boy. "This is completely unlike her", the friend said.
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Earlier Wednesday, Frederick police said they were working "around the clock" on the case of missing mother and her two daughters at a news conference. "Like, this house is not the same". I just feel so alone in this house right now.
During his confession, Watts told police that he and Shanann had an "emotional conversation" the night before her disappearance and said he would not elaborate further when pressed on whether the two had had an argument, according to ABC11 Eyewitness News.
The FBI and CBI joined the investigation Wednesday.
Watts told Today he became concerned around noon on Monday when, using a doorbell camera, he spied a friend knocking on the door to no answer from within the house.
An Endangered Missing Alert has been issued for Shannan Watts (age 34), and her two daughters, Celeste and Bella Watts (ages 3&4).
In the interview the day before his arrest, Chris Watts glowingly described his girls. Her comments are typically upbeat and say how happy she is, whether she's running errands, playing with her kids or promoting a health program. He thought she went back to Colorado within the last week.
"It's not something I could ever, ever fathom would happen in my lifetime, and I have no inclination of where she is".
Their disappearance shocked family, friends and neighbors in a quiet Colorado town.