Christopher Watts is facing 9 felony counts for the murder of his pregnant wife Shanann Watts, [center] and their daughters, three-year-old Celeste  [left] and Bella, 4, [right]

The man accused of killing his wife and two young daughters claimed his wife strangled the little girls and he killed her in revenge, it was revealed late Monday
But police did not believe his story and Christopher Watts now faces nine felony charges, including five for murder.
Court papers show he claims it was Shanann Watts, 34, who strangled Celeste, three, and Bella, four, after he told her he wanted to separate.
He told police that “in a rage” he then murdered his wife at their home in the small town of Frederick.
Watts initially told police that he had informed his wife Shanann Watts that he wanted a separation and he then went downstairs.
He claimed he watched on the baby monitor as his wife killed one of the two daughters she had struggled so desperately to conceive.

‘He observed Bella ‘sprawled’ out on her bed and blue and Shanann actively strangling Celeste, an affidavit unsealed on Monday in Greeley, Colorado, revealed.
‘Chris said he went into a rage and ultimately strangled Shanann to death.
‘Chris said he loaded all three bodies onto the back seat of his work truck and took them to an oil work site,’ added the affidavit.
After a two-day investigation, police discovered that Watts ‘was actively involved in an affair with a co-worker,’ something he had initially denied.
Police had originally been notified that Shanann was missing by her workmate Nickole Atkinson, who had been on a business trip to Arizona with her, returning early in the morning of August 13.
Christopher was formally charged Monday with nine felony counts – including unlawfully terminating a pregnancy.
Related: Colorado dad, Christopher Watts, who ‘murdered his pregnant wife and two daughters, aged 3 and 4, stuffed the toddlers’ bodies in oil and gas tanks so they wouldn’t smell’

Christopher, 33, was also charged with three counts of first degree murder, two counts of first degree murder of a child under 12 while in a position of trust and three counts of tampering with bodies.
District attorney Michael Rourke said he had not decided on whether to seek the death penalty in the case that has shocked the nation. Watts, 33, is due in court in Greeley, Colorado, on Tuesday morning.
The charges come exactly one week after Watts had reported his wife and children missing. – Shanann Watts, 34, and her two daughters Bella, 4, and Celeste, 3, had simply vanished from their home in Frederick, Colorado last week. The husband made a passionate for their safe return. Under police interrogation
He went on local television to plead for them to return home but within days cracked and admitted he had killed them, police say.

Since then, Watts has been held at 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 body was discovered on Wednesday two days after she disappeared from the family’s five-bed, four-bath home in Frederick, Colorado, 30 miles north of Denver. She was 15 weeks pregnant with a boy the couple intended to call Nico.
She was in found in a shallow grave dug on land owned by the oil company Anadarko, where her husband worked as an operator.
The bodies of the couple’s two daughters, Bella and her younger sister Celeste were found the following day submerged in cans of crude oil nearby.
Shannan’s father made an emotional appearance Monday to thank everyone involved in arresting his son-in-law.
Frank Rzucek teared up as he spoke briefly to reporters at a press conference in the courthouse in Greeley, Colorado.
‘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,’ Ruczek, 55, 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,’ added Rzucek.
Rzucek’s son Frankie, 37, also appeared at the press conference but did not speak.
Since the bodies were found, well-wishers have left several hundred soft toys, along with 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.
Despite the image of a blissfully happy marriage that Shanann projected through frequent Facebook posts, in which she called her husband her ‘Rock,’ friends of the couple, who are both originally from North Carolina, have suggested they were having marriage problems.

Vigil candles are lit at a memorial in the town of Frederick, for the slain members of the Watts family

The couple’s friends, Nick and Amanda Thayer said Shanann had told them she thought her husband was cheating and on Monday Atkinson, who had dropped Shanann off at her home after the two had been on a business trip to Arizona told Good Morning America that after his wife had disappeared, Christopher had told her they were planning to separate.

Atkinson, 37, said in the weeks previous to her friend’s murder the couple had not seemed quite so loving, but that Shanann had not told her they were considering splitting.
‘I didn’t find out that they were going to separate or anything like that until I called Chris that morning. When I called him and asked him where she was, that’s when he told me and I basically told him that wasn’t my (concern) at that particular moment.’
Atkinson, who believes she is the last person apart from the killer to have seen Shanann alive, said she thought all along that Watts had killed his family as he did not seem concerned after she couldn’t get in contact with her colleague and friend.
‘He just kept saying that he didn’t know where she was and that she was on a playdate,’ she told ABC’s Clayton Sandell. ‘But he couldn’t give us the name of the friend.
‘I knew he had something to do with it the day I was at his house with him, but I didn’t want to think that.
‘Anyone in their right mind will start piecing things together and think something had happened, but you don’t want to go there. You want to believe the best in people,’ added Atkinson.
‘He was defending himself, but it just didn’t make sense. Like in that moment it is kind of surreal. He was just sitting there waiting for something to happen; it just didn’t seem right to me.’

The loving couple image was a sham: Investigators discovered that Chris ‘was actively involved in an affair with a co-worker,’ at the time of the murders and the couple were discussing a separation

Chris and Shanann Watts were also known to live well beyond their means and have had money problems. They filed for bankruptcy in 2015 owing some $70,000, and were due in court on Friday this week after their homeowners’ association had sued them for an unpaid bill of $1,533.80.
Shanann suffered from lupus, an autoimmune disease in which the body attacks its own healthy cells. Her brother Frankie said on Facebook that because of the disease she had  to ‘beat the odds’ to get pregnant.
But things had started to look up for them after Shanann landed a well-paid job with Le-Vel, a nutrition supplement company, which involved her making frequent business trips, leaving her husband at home with their children.
Investigators have said all along that they believe the 225lb, Watts had killed his family in their home and transported them to the windswept high prairie land that he had intended would be their final resting place.