Body of Shanann Watts was found in shallow grave, court document says

The body of Shanann Watts, a pregnant Colorado woman, whose husband authorities suspect of killing her and their two daughters, was found in a shallow grave, according to court documents revealed Saturday.

An earlier court filing said the bodies of Celeste, 3, and Bella, 4, were found Thursday submerged in oil tanks, and that they may have died from strangulation, Denver's KUSA-TV reported.

The body of their 34-year-old mother was found “in close proximity,” the court document said, without providing more details.

Investigators previously said that the remains of Shanann Watts were found on property in northern Colorado owned by Anadarko Petroleum Corp., her husband's former employer.

Shanann Watts and her two daughters were reported missing Monday. Her husband and the girls’ father, Christopher Watts, was arrested Wednesday in connection with the deaths of the girls, the Denver Post reported.  

A court motion filed late Thursday by Weld County District Attorney Michael Rourke, in response to an earlier motion by Christ Watts’ attorney, revealed that the body of Shanann Watts was found in a shallow grave “near an oil tank.”

“The body of Defendant’s wife was located earlier this morning after being recovered from a shallow grave near an oil tank,” the motion read. “Law enforcement recovered the bodies of Defendant’s two daughters from inside oil tanks located near the grave of their mother.”

Christopher Watts was being held Saturday without bail, on suspicion of three counts of first-degree murder and thee counts of tampering with a deceased body in the killings of his wife and two daughters.

He is expected to be formally charged on Monday.

Bradford Betz is an editor for Fox News. Follow him on Twitter @bradford_betz.