By Ralph Ellis, CNN

(CNN) -- Authorities in Colorado face a Monday afternoon deadline to file formal criminal charges against Chris Watts, who is suspected of killing his pregnant wife, Shanann Watts, and their two young daughters.

Chris Watts, 33, was arrested last week on suspicion of three counts of first-degree murder and three counts of tampering with a human body, police said. He is being held in the Weld County Jail without bond, with his next court appearance scheduled for Tuesday.

Under Colorado law, prosecutors must file charges against Watts Monday or let him go.

Shanann Watts, 34, and daughters, Bella, 4, and Celeste, 3, were reported missing Monday from their home in Frederick, a town of about 8,600 people 30 miles north of Denver.

Their bodies were found Thursday at the site of a petroleum and natural gas company where Chris Watts had worked, authorities said.

Prosecutors have not provided a motive in the killings. A judge sealed the arrest affidavit, which might provide information about why Chris Watts was arrested and other details.

Autopsy results have not been released, but documents filed Friday in Chris Watts' arrest reveal some of the victims may have been strangled, along with other grim details.

Chris Watts' attorneys asked a court Friday to require pathologists to swab the little girls' necks and hands for DNA, court filings show. The judge denied that request, saying he would not tell the coroner how to do his job.

In a second motion, obtained by CNN affiliate KDVR, defense attorneys asked the court to compel the coroner's office to look for DNA under the mother's fingernails and on her hands. It's not immediately known if the judge ruled on that motion.

In a Monday morning interview on ABC's "Good Morning America," friend Nicole Atkinson said she dropped Shanann off at home about 2 a.m. Monday, August 13, after they finished a business trip.

"She went inside, turned around and waved at me and shut the door," Atkinson said.

Shanann didn't return calls later that day and missed a medical appointment at which she was expected to hear her unborn child's heartbeat, Atkinson said. Shanann was 15 weeks pregnant.

Atkinson said she contacted Chris Watts, but he didn't seem as worried as she thought he should be. Atkinson said she then contacted police.

In an interview with a local news station Tuesday -- after his family disappeared but before his arrest -- Chris Watts also said his wife got home around 2 a.m. on August 13.

"We had an emotional conversation, I'll leave it at that," Watts told a reporter who asked whether they'd argued. "I just want them back. I just want them to come back."

Watts said he left for work about 5:15 a.m. that day and wasn't concerned when his wife didn't respond to his texts and phone calls since she'd just returned from being out of town.

But he grew worried, he said, when one of her friends contacted him around noon and said she wasn't responding to messages.

"I walked in the house and -- nothing," Chris Watts told KMGH. "She wasn't here. The kids weren't here."

Shanann Watts' body was found on the property of Anadarko Petroleum, authorities said. The girls' bodies were in an "oil well filled with crude oil for several days," Chris Watts' attorneys indicated in a court filing.

Chris Watts was terminated from Anadarko Petroleum on Wednesday, August 15, company communications manager Jennifer Brice said. Watts was taken into custody late that day by the Frederick Police Department.