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Input: Anthony Milan Ross  45   was charged with three counts of first-degree murder as well as multiple counts of aggravated assault and assault against a police officer.  He  was being held without bail  police said.
Police found the body of  Ross â estranged wife outside the apartment and later found the bodies of their 11-year-old son Nigel Ross and their 10-month-old daughter Anora Ross inside the apartment.
 Ross  had barricaded  himself  in the apartment and after a brief gun battle with police  was taken into custody. Police said  Ross  had indicated to officers that  he  had killed two children.
Phoenix police Sgt. Jonathan Howard said one officer was injured by shrapnel during the gun battle with  the man .  Ross  was not injured  Howard said.
AZFamily.com  citing court documents  reported that  Ross  was being held without bail because the killings were being considered as a capital offense. Prosecutors could ask for the death penalty.
 Ross  is set for a preliminary hearing on Jan. 5.

Arizona man charged in Christmas Day murders of estranged wife kids