Davidson’s body was found at his wife’s former home in Bennett, Colorado.

Davidson also shot and killed his wife along with his three-year-old daughter. His 7-month old son was found unharmed strapped in a baby seat of an SUV. Davidson’s 14-year old daughter was wounded in the neck but was able to run to a neighbor’s house for help.

His wounded daughter was able to tell police what had happened before being taken to the University of Colorado Hospital in Denver for treatment. The infant was taken to the Children’s Hospital in Aurora to be examined.

"What a nightmare, and such a coward," U.S. Attorney Troy Eid told the Rocky Mountain News. "Davidson imposed the death penalty on family members for his own crime."

Davidson, 35, was sentenced in April to serve 21 months in federal prison for his role in sending massive amounts of spam promoting penny stocks as good investments.

Davidson had become a "consultant" to the FBI investigating other spammers.

Davidson had served less than two months of his 21-month prison sentence when he escaped.