Chris Watts: What he told investigators about his murders of his wife and daughters

In a jailhouse interview with the Colorado Bureau of Investigation, Chris Watts talked about how he is haunted by the last words his 4-year-old daughter said to him before he killed her and how he tried to cover up the crimes by making it seem as if his wife took their children and left him.In a 31-page document released Thursday, Watts also detailed his affair and revealed why he pleaded guilty to the murders of Shanann Watts, and daughters Bella, 4, and Celeste, 3, last August.Watts, 33, is currently serving three consecutive life sentences in prison.His most shocking revelations are below:Watts told investigators that after he killed Shanann, he put her body in the bed of his truck and then made his daughters get into the back seat before driving to a petroleum company site where he worked.