The police officer boyfriend of a 9-months-pregnant Ohio mom whom authorities say he murdered was ordered held on $5 million bond Monday.

Bobby Cutts Jr., 30, faces two counts of murder for allegedly killing 26-year-old Jessie Davis and her nearly full-term fetus.

Cutts attended his 3 p.m. EDT arraignment hearing at Canton Municipal Court in orange prison garb and glasses and stood behind bulletproof glass. A preliminary hearing was set for July 2 at 1 p.m. EDT.

Cutts' attorney, Bradley Iams, said he wasn't surprised by the high bond. He told reporters after the hearing that he would not discuss conversations he's had with his client — whom he said he has known for a long time — and declined to comment on other details of the case.

Myisha Ferrell, 29, a high school classmate who police say helped Cutts cover up his crime by lying to investigators, was also arraigned at the same courthouse for obstruction of justice.

She appeared behind the window right after Cutts was arraigned. Her bond was set at $500,000 and her preliminary hearing was set for July 2 at 2 p.m. EDT.

Members of Davis' family — including her mother, Patricia Porter, and sister, Whitney Davis, who clasped hands as they waited for the proceedings to begin — and members of Cutts' family were all in court for the arraignment.

Porter stood up and stared at Cutts behind the window as he was ordered held on bond. She said she wanted him to see her.

"I'm not sitting when I see Bobby Cutts," Porter told reporters after the hearing. "I wanted to make sure he knew I was there ... Absolutely he saw me."

She said she "almost cheered" when bond was set at $5 million.

"We knew Bobby Cutts up until a certain point in this, and after that point we did not know him at all," Porter said, adding she didn't think her daughter Jessie really knew him, either.

She reiterated that the family had "prayed" Cutts wasn't involved in what happened to her daughter.

"We don't want vengeance," Porter said. "We want justice." She said her daughter's death was "an unbearable loss."

Whitney Davis said she was disgusted by Cutts.

A man who would only describe himself as Cutts' uncle left the courtroom complaining that the family was shoved into the far corner and furthest from the window.

Moments before the defendants appeared, three reporters were asked to move so that the Davis family could sit in the center of the courtroom.

The uncle said the family members were the only black people in the courtroom. "That's American justice," he said. "We are suffering. We're related to the little baby, too."

Earlier, Cutts arrived at court staring straight ahead in the back of a sheriff's car as photographers pressed against the windows to snap pictures.

The sheriff department sergeant's affidavit filed Sunday alleges that Cutts killed Davis and her unborn baby girl at Davis' home in North Canton, Lake Township, on June 14. The document does not say how they were killed.

Ohio law allows a murder charge against someone accused of killing a fetus that would be able to live outside the womb.

Ferrell allegedly served as an accomplice in helping him cover his tracks and "communicated false information to investigators," according to the police affidavit.

Cutts is the father of Davis' 2-year-old son Blake, who may have witnessed his mother's killing, and also the likely father of her unborn baby, who was scheduled to be born July 3.

Click here for the Jessie Davis content center from MyFoxCleveland.com.

Determining the cause of Davis' death will take weeks because of advanced decomposition, the medical examiner's office said Monday. The office will test the paternity of the fetus and for any DNA evidence, along with conducting toxicology and skeletal analyses.

Earlier Monday, Davis' father thanked the thousands of volunteers who helped search for his daughter and said he was overwhelmed by grief.

"It's been, at best, it's been very, very difficult," Ned Davis said on NBC's "Today" show. "I don't believe I can really quantify what our family's feeling."

"The loss of Jessie has been overwhelming. There are no words," he added.

Davis' body was found Saturday in Cuyahoga Valley National Park, still carrying her dead, nearly full-term fetus, a girl she planned to name Chloe. She was found in an area with a dirt road, a small dirt parking area and a couple of benches overlooking a grassy field.

"Somebody found her and for that, I'm very appreciative," said her father, Ned Davis.

Authorities have not said how the body was found on the edge of the park about 25 miles from Jessie Davis' home. Thousands of volunteers searched for Davis for several days in the few miles around her home.

People placed flowers and red and yellow ribbons just below a sign identifying Cuyahoga Valley National Park. Someone posted a sign saying, "God bless you Jessie and Chloe, forever in our hearts."

FOX Facts: Jessie Davis Timeline

Davis was reported missing June 15 after her mother found her 2-year-old grandson home alone, with bedroom furniture toppled and bleach spilled on the floor. The boy, Blake, gave investigators some of their first clues, saying: "Mommy was crying. Mommy broke the table. Mommy's in rug."

Ned Davis, who choked up when recalling memories of teaching a young Jessie to ride a bike, spoke of the people who helped search for her daughter: police officers, firefighters, neighbors and strangers. "I'm finding out, really, words are pretty weak vessels to say thank you," he said.

Cutts, a Canton police officer who also has a child with an estranged wife, was arrested Saturday on two counts of murder. Cutts has also been involved in a custody dispute over a 9-year-old daughter he has with a third woman, Nikki Giavasis. She now is a model and actress in Los Angeles.

Giavasis said in an interview that the two were together about four months, and confrontations began after she broke off their relationship. He would try to intimidate her physically, she said.

When she began seeing another man in 1998, Cutts was accused of breaking into her home while she was inside with former NBA player Shawn Kemp of the Cleveland Cavaliers.

Cutts pleaded no contest to a disorderly conduct charge and was sentenced to three years' probation. Giavasis told police she feared for her safety.

The Stark County sheriff's office said Ferrell was arrested and jailed Sunday.

Sheriff's deputies and FBI agents with a search warrant broke down the door of Ferrell's apartment Saturday night, agent Scott Wilson said. She was not home during the search.

Justin Lindstrom, 27, an upstairs neighbor of Ferrell's, said officers spent two hours searching the woman's apartment Saturday night before leaving with several full, brown paper bags and bottles of bleach from the basement.

Authorities would not describe what the deputies seized.

Ferrell worked at a Denny's restaurant until quitting her job Friday, Lindstrom said. A manager at Denny's confirmed that Ferrell had worked there as a dishwasher.

Lindstrom said Ferrell lived in the apartment downstairs with her 11-year-old daughter. He said she had parties every night.

FOX News' Catherine Donaldson-Evans and The Associated Press contributed to this report.

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