Frank Rzucek Sr leaned forward in a Colorado courtroom, weeping with his face in his hands as his son-in-law, just feet away, was told on Tuesday he could face the death penalty if convicted of killing Rzucek's daughter and two granddaughters.Collecting himself, Rzucek glared as Christopher Watts was escorted back to jail.The brief hearing came a day after court documents revealed that Watts told police that it was Rzucek's daughter, Shanann Watts, who strangled the kids after he told her he wanted to separate.Watts told police that he flew into a rage and strangled his wife, took the three bodies to a remote oil site north of Denver, buried Shanann in a shallow grave and dumped the girls' bodies inside oil tanks.Rzucek's silent angst dominated a routine court hearing in which Watts, wearing an orange jail suit and cuffed at the wrists and ankle, stoically answered, "Yes sir," as District Judge Marcelo Kopcow told him of the possible punishments if he's found guilty of killing Shanann, 34, Celeste, 3, and Bella, 4.Shanann's brother, Frank Rzucek Jr, rubbed his father's shoulders and glared unflinchingly at Watts. A deputy stood between the men and the defendant.Read: Dad claims he killed pregnant wife ‘in a rage’ after she strangled their daughtersWatts didn't enter pleas to three first-degree murder charges, two counts of killing a child under 12, one count of unlawful termination of a pregnancy and three counts of tampering with a deceased human body.GPS coordinates provided by police suggest the bodies were found at an oil worksite on or near a sprawling ranch close to Roggen, a high plains town about 65km east of the family's home in Frederick.The oil site was not clearly visible on Tuesday from the borders of the ranch, set in grazing land with sagebrush, yellow wildflowers and the occasional cottonwood tree. Gates to the property were closed, and the ranch owner did not immediately respond to a telephone message.Watts worked as an operator for Anadarko Petroleum, a major Colorado oil and gas producer. He was fired August 15, the day of his arrest.Police first visited the Watts home on August 13, after a friend asked officers to check on Shanann. Police searched the house and found the woman's cellphone stuffed inside a couch. Her purse was in the kitchen, and a suitcase was at the bottom of the stairs.A detective spoke to Watts and learned about his plan to leave his wife. He told officers the conversation with Shanann was civil at first but that later "they were both upset and crying" and she planned to go to a friend's house, court papers said.When she and the girls did not return home August 14, investigators ramped up their efforts, with help from the FBI and Colorado Bureau of Investigation. Christopher Watts was interviewed by several local television stations, saying he missed his family.In court papers, investigators said they learned that Watts was "actively involved in an affair with a co-worker", something he denied at first.Separate documents filed by Watts' defence attorney last week said the girls' bodies were submerged in crude oil for four days before police found them late on Thursday.Prosecutors in Colorado have 60 days after someone is arraigned to say if they will seek the death penalty. No date has been set for Watts' arraignment. District Attorney Michael Rourke said on Monday that it was too early to discuss if he will pursue capital punishment.Read more: Bodies of missing wife, daughters found in ColoradoShanann Watts, who's originally from North Carolina, had told family and friends she was expecting a boy. The judge said the charge of unlawful termination of pregnancy carries a prison term between 16 and 48 years.Colorado is one of 12 states without a law broadly allowing for homicide charges in the violent death of foetuses. But state lawmakers in 2013 made the unlawful termination of pregnancy a felony.Several efforts to change state law to allow murder charges in the death of a foetus have stalled amid disagreement about how to pass such a law without infringing on abortion rights.As Boulder County district attorney, Stan Garnett remembers receiving dozens of calls and letters as his office prosecuted a woman accused of cutting open a pregnant woman's belly and removing her unborn child in 2015.Garnett said a murder charge is impossible in Colorado unless prosecutors can show a foetus lived outside the mother before death.A case involving the death of a foetus is inevitably controversial, but for prosecutors, "all that matters is what the law is and what the evidence is", Garnett said.