Authorities also said they believe they know where the bodies of the two girls are located, but they have not been recovered as of Thursday morning.
Earlier in the day, the FBI and Colorado Bureau of Investigation had conducted a search for Shanann Watts and her two daughters. The three were reported missing on Monday and an endangered missing alert was announced Tuesd
Shanann Watts was 15 weeks pregnant.
An Endangered Missing Alert has been issued for Shannan Watts (age 34), and her two daughters, Celeste and Bella Watts (ages 3&4). Shannan is also 15 weeks pregnant. Last seen in the Frederick area. Please RT pic.twitter.com/U6N8BqB4sE