A 12-year-old boy remains in custody in the US state of Colorado after his parents were found shot dead and two of his siblings critically wounded.

The boy called police to the family's home in Burlington on Tuesday evening, investigators said.

Officers found the bodies of Charles Long, 50, and Marilyn Long, 51 and two wounded children aged five and nine.

Papers on the case have not been made public, but it has been referred to prosecutors for possible charges.

There were no other suspects and there was no reason to believe there was a continuing risk to the community of about 3,700 near the Kansas border, Steve Johnson of the Colorado Bureau of Investigation was quoted by the Associated press as saying.

Friends attended a candlelight vigil on Wednesday evening outside the family's house.

The Long children were home-schooled and the family was deeply religious, AP quoted attendees as saying.