Chris Watts, the man accused of killing his pregnant wife and two young daughters in August, has been sitting in the Weld County Jail for more than a month. 
 
 A source who has spoken to Watts tells PEOPLE the severity of his predicament has sunk in. 
 
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 “He’s not doing well at all,” the source tells PEOPLE. “The gravity of the situation has hit him like a ton of bricks. Depression is setting in, and he’s despondent.” 
 
 A source at the Weld County Jail recently confirmed to HLN’s Crime & Justice with Ashleigh Banfield that the 33-year-old murder defendant is under “Close Watch Protocol” — a technical name for suicide watch. PEOPLE has independently confirmed the report. 
 
 Guards must check on Watts every 10-15 minutes to ensure his well-being and must make visual contact with him. Additionally, Watts is not allowed the same privileges as other people at the jail, including no access to weights, reading material and television. 
 
 With nothing else to do, the source says, Watts spends most of his time in bed. “He sleeps all day and isn’t really talking to anyone, including his family.” 
 
 Chris Watts Joshua Polson/AP/REX/Shutterstock 
 
 Watts does occasionally speak with the guards who are assigned to his cell block. 
 
 Watts is physically searched several times per day and each day there is a complete cell inspection to ensure he is not hiding any contraband with which he could harm himself. 
 
 One hour per day, he is allowed to leave his cell; he is taken to a small room where he is allowed to shower and make phone calls to his family or to counsel. The room — known as the “hour-out room” — is not occupied by any other prisoners during the time he is there. He is also not allowed any commissary privileges. 
 
 RELATED: Shan’ann Watts Beat Odds to Have Kids Despite Lupus — and ‘Was So Excited’ About It 
 
 Chris Watts, Shan'ann Watts Shanann Watts /Facebook 
 
 Watts was arrested on Aug. 15 and charged with first-degree murder, among other crimes, in the deaths of his wife Shan’ann, 34, and daughters, Celeste, 3, and Bella, 4. 
 
 They were reported missing on Aug. 13 and their bodies were found on the property of Chris’ former employer Anadarko Petroleum not long after he was taken into custody. Anadarko fired Chris the same day as his arrest. 
 
 In a document obtained by PEOPLE, investigators revealed they discovered Chris’ affair with an unnamed co-worker, which he initially denied. The document also alleges that he confessed to killing Shan’ann. 
 
 RELATED VIDEO: Pregnant Mom & 2 Daughters Killed at Home — Allegedly by Husband — Before Bodies Were Dumped 
 
 However, the affidavit shows, Chris allegedly said he only strangled his wife after watching her kill Celeste when he told her he wanted to separate. 
 
 Chris claimed that, at the same time, he saw Bella apparently lifeless nearby, according to the affidavit. Then he “went into a rage” and killed Shan’ann, later hiding all three bodies at an oil work site, he said. 
 
 RELATED: Chris Watts’ Defense Might Try to Blame Slain Wife for Killing Girls, Legal Expert Says 
 
 Chris has not yet entered a plea. His lawyer did not respond to PEOPLE’s requests for comment but, according to a statement from the state’s public defender’s office, their attorneys are barred from discussing ongoing criminal cases. ||||| WELD COUNTY, Colo. — In a motion filed in court Wednesday, prosecutors in the Chris Watts case are seeking inked footprints of both the defendant’s left and right foot. 
 
 The request for Watts’ prints comes after investigators discovered possible barefoot impressions at the scene where the victims’ bodies were located, according to court documents. 
 
 According to records released thus far, the bodies of Shanann and her two daughters were found on property belonging to Anadarko Petroleum Company. The bodies of Celeste and Bella were hidden inside an oil tank and Shanann’s was buried nearby in a shallow grave, the documents say. 
 
 MORE: Chris Watts murder case: Everything we know so far 
 
 Watts was arrested and charged with first-degree murder in their deaths, though he claimed that Shanann killed their daughters before he killed her at their home in Frederick. Police and prosecutors have not said officially how any of them died, though court records suggested they were strangled. 
 
 In earlier filings this week, prosecutors asked the judge to keep the autopsy reports private until the trial is underway, arguing the findings “could result in tainting witnesses that have not yet been interviewed” and could impact future jurors in the case. 
 
 It’s unclear how soon a judge might rule on the latest motions from prosecutors. Watts remains jailed in Weld County as he awaits a status conference set for Nov. 19. 
 
 ||||| When the bodies of Shan’ann Watts and her two young daughters were discovered at a remote Colorado oil field in mid August, police found something else at the scene which may further link the three deaths to Chris Watts, Shan’ann’s husband the father to her girls. 
 
 A non-porous bag with a possible footprint was found, according to a prosecution motion obtained by PEOPLE. 
 
 In the filing, dated Tuesday, authorities requested to take a print of Chris’ bare feet so they can determine if it matches those found on the bag. 
 
 A source close to the investigation confirms to PEOPLE that a bag bearing a possible footprint was found at the oil site, some 40 miles east of the Watts home. 
 
 But the source declined to divulge the size or the material of the bag. 
 
 RELATED: How the Watts Family Murder Case Unfolded 
 
 Chris Watts in court Joshua Polson/AP/REX/Shutterstock 
 
 “There was a lot of evidence collected at the scene,” the source says. “and each piece is being carefully inspected to see if it pertains to the case or not.” 
 
 Citing “numerous items of evidence” that are being tested, prosecutors have sought to obtain Chris’ DNA and fingerprints as they continue to build a case against him. 
 
 The defense has vigorously disputed this request, describing it as too vague and lacking established probable cause. The judge has not yet ruled. 
 
 Chris has been sitting in the Weld County Jail for more than a month. 
 
 He was arrested late on Aug. 15 and charged with first-degree murder, among other crimes, in the deaths of 34-year-old Shan’ann, who was 15 weeks pregnant, and daughters Bella, 4, and Celeste, 3. 
 
 RELATED: Shan’ann Watts Beat Odds to Have Kids Despite Lupus — and ‘Was So Excited’ About It 
 
 The three were reported missing on Aug. 13, not long after Shan’ann returned from a work trip, and authorities announced their bodies were found on the property of Chris’ former employer Anadarko Petroleum within hours of him being taken into custody. 
 
 Anadarko fired Chris the same day as his arrest. 
 
 Shan'ann Watts (center) and her daughters Shanann Watts /Facebook 
 
 RELATED VIDEO: Pregnant Mom & 2 Daughters Killed at Home — Allegedly by Husband — Before Bodies Were Dumped 
 
 In Chris’ arrest affidavit, obtained by PEOPLE, investigators revealed they discovered his affair with an unnamed co-worker, which he initially denied. 
 
 Afterward, he confessed to “the truth,” the affidavit states — claiming he strangled Shan’ann in a rage after watching her strangle Celeste when he told her he wanted to separate. Bella was seen apparently lifeless on her bed, according to the affidavit. 
 
 He allegedly told police he then hid all three bodies at the oil site. 
 
 RELATED: Chris Watts’ Defense Might Try to Blame Slain Wife for Killing Girls, Legal Expert Says 
 
 However, a source close to the investigation previously told PEOPLE that “there is absolutely no evidence that she [Shan’ann] killed her children.” 
 
 “Just based on the preliminary evidence, everything is consistent with him killing them all,” the source said. 
 
 Chris has not yet entered a plea. His lawyer did not respond to PEOPLE’s requests for comment but, according to a statement from the state’s public defender’s office, their attorneys are barred from discussing ongoing criminal cases.
– Prosecutors want inked footprints from Chris Watts, the Colorado man accused of killing his pregnant wife and two young daughters in August. The request came in the form of a motion filed on Wednesday, Denver7 reports. Investigators reportedly found barefoot impressions at the location where Chris Watts allegedly hid the bodies of Shanann Watts, 34, and daughters Bella, 4, and Celeste, 3. In the motion, prosecutors say they have "developed possible barefoot impressions" from "items of evidence," according to the Denver Post. While the motion does not describe the evidence that yielded the possible footprint, People cites a source who says it is a "non-porous bag." The bodies were reportedly found last month on property belonging to Anadarko Petroleum—Shanann Watts was in a shallow grave, and her two daughters were found submerged in oil tanks nearby. Chris Watts, who claims he strangled his wife only after she killed both of the children, faces nine felonies, including three counts of first-degree murder. According to another People report from earlier this month, the 33-year-old is on suicide watch, with a source telling the magazine: "He's not doing well at all. The gravity of the situation has hit him like a ton of bricks. Depression is setting in, and he's despondent."