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GREELEY, Colo. — Christopher Watts, the Frederick father accused of killing his pregnant wife and his two daughters, appeared in Weld County District Court on Tuesday morning to learn the formal charges against him.

Judge Marcelo Kopcow laid out the charges against Watts during Tuesday’s hearing.

Watts is charged with nine felonies, including three counts of first-degree murder after deliberation, in the deaths of his 34-year-old wife Shanann, 4-year-old daughter Bella and 3-year-old daughter Celeste.

RELATED: Full coverage of deaths of pregnant mother, two daughters

He also has been charged with two counts of first-degree murder — victim under 12/position of trust, one count of first-degree unlawful termination of a pregnancy and three counts of tampering with a deceased human body.

Watts is being held in the Weld County Jail without bail. He waived his right to a preliminary hearing. He is due back in court on Nov. 19.

According to an arrest affidavit, Christopher Watts was actively involved in an affair with one of his co-workers. He admitted to the affair at first, then denied it, according to prosecutors.

RELATED: Christopher Watts arrest affidavit

The arresting documents lay out the timeline of the homicides. Watts claims he caught his wife strangling their daughters to death after the couple had a conversation about them separating early in the morning of Aug. 13 in their Frederick home.

He claims he then strangled his wife “in a rage.” Watts told investigators he loaded the bodies into his work truck and buried them on property owned by his employer, Anadarko Petroleum.

Christopher Watts said in a several interviews on Tuesday that he didn’t know where his wife and daughters were.

The body of Shanann Watts, 34, was recovered Thursday in a shallow grave near an oil tank. Officials said Thursday night they found the bodies of the girls. Court documents said the girls were found in an oil well in close proximity to their mother’s body.

Court documents filed by defense lawyer James Merson said the girls had been submerged in crude oil for four days.

The Weld County Coroner’s Office confirmed the identities on Friday. The cause of their deaths has not been made public.