(CNN) Authorities on Thursday discovered three bodies they believe to be a missing Colorado woman and her two young daughters, officials said. Police are working to confirm their identities.

Shanann Watts, who was 15 weeks pregnant, was reported missing Monday along with her two daughters, Bella, 4, and Celeste, 3. Her husband, Chris Watts, was taken into custody Wednesday night and is being held in the Weld County Jail, north of Denver, the Frederick Police Department said in a statement.

Chris Watts

"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 told reporters Thursday.

The same day, Frederick Police said they believed they found the bodies of Bella and Celeste.

Watts was arrested on three counts of first-degree murder and three counts of tampering with a deceased human body, a Weld County District Court judge said during Watts' court appearance on Thursday. Prosecutors have until Monday to formally charge Watts.

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