FILE – In this Aug. 16, 2018, file photo, Christopher Watts is escorted into the courtroom before his bond hearing at the Weld County Courthouse in Greeley, Colo. Charges were filed Monday, Aug. 20, 2018, against 33-year-old Watts in the deaths of his pregnant wife and their two young daughters. (Joshua Polson/The Greeley Tribune via AP, Pool, file) Christopher Watts, a Colorado man who faces nine felony charges including five counts of murder for the deaths of his pregnant wife and two daughters, told police that he killed his wife “in a rage” after he saw her strangling their young children. According to an arrest affidavit unsealed Monday, Watts claimed he told his wife Shanann Watts that he wanted a separation shortly after she returned home from a business trip. Shanann came home at around 1:50 a.m. Monday morning from the trip to Arizona, according to the affidavit written by an officer from the Frederick Police Department outside Denver. She was dropped off at her home by her friend, Nicole Utoft. The affidavit states Utoft called 911 after Shanann had not returned any calls or texts and missed a doctor’s appointment. She then called Watts, who came to the home and allowed an officer into the home to investigate. They didn’t find anyone at home. Watts told the officer he woke up at 5 a.m. and told Shanann he wanted a separation. He said he backed up his truck into the garage, loaded it with tools around 5:27 a.m. and headed to work. He was seen leaving on surveillance video from a neighbor’s home, according to the affidavit. Detectives said Watts admitted to having an affair with a co-worker, which he had denied in earlier interviews. The affidavit states Watts asked to speak with his father, saying he would tell the truth after he did so. Watts then changed his story, telling investigators he walked back upstairs after his conversation with his wife and saw her strangling 3-year-old Celeste all via a baby monitor. He claimed 4-year-old Bella was already “sprawled” across her bed. Watts then told investigators he went into a fit of rage and strangled Shanann Watts, according to the affidavit. He said he loaded all three bodies into the back of his truck and disposed of them at an oil field where he had worked in the past. Watts told police he dumped the girls’ bodies in oil tanks and buried his wife. He identified the location when presented with aerial photographs, according to the affidavit. Their bodies were found Thursday. A defense lawyer for Watts had requested a coroner be required to collect DNA from the children’s necks. A judge denied that motion on Friday. Watts was arrested last week and charged on Monday. During a news conference Monday, Weld County District Attorney Michael Rourke said Watts will be advised of his charges Tuesday. Shanann Watts and her two daughters were reported missing since Monday. CBS DENVER When asked if his team would be seeking the death penalty, Rourke said, “It’s way too early to make that determination.” Shanann Watts’ father and brother were at Monday’s news conference. “We would like to thank everyone and the Frederick Police Department and all the agencies involved for working so hard to find my daughter, granddaughters and Niko. Thank you everyone for coming out to the candlelight vigil and saying all your prayers. They are greatly appreciated. Keep the prayers coming,” Frank Rzucek said. Outside the family’s home in Frederick, north of Denver, a memorial of stuffed animals, balloons, flowers and messages continues to grow.