C.J. Gillman, a former two-sport star at Columbine High School, said his contract from the independent Windy City Thunderbolts of the Frontier League was bought out by the Rockies. He is to report to Arizona on Friday. “Unbelievable,” the 23-year-old Gillman said. “All I’ve ever wanted was a shot.” A former state champion at Columbine in football and baseball (he was All-Colorado in both by The Denver Post), the 6-foot-1, 198-pound Gillman is a switch-hitting catcher. Last season with Windy City, he batted .246 with one home run and 25 RBIs in 59 games. The Rockies signed him after a recent workout. Neil H. Devlin, The Denver Post