Two teenagers were being treated for serious injuries today after their former police officer father killed their mother and sister before killing himself.
Neighbours said Tobias Day had recently lost his police job.
He killed his wife Samantha and his seven-year-old daughter Genevieve, and attacked his two other children Kimberly and Adam before taking his own life yesterday.
The incident, in a quiet residential street in Melton Mowbray in Leicestershire, left neighbours horrified.
Police officers were seen going in and out of the Days' house on Robin Crescent this morning.
Leicestershire Police refused to comment on suggestions that Day had recently lost his job as an inspector.
Police said they received a report at around 4.23pm yesterday that a 15-year-old girl, believed to be Kimberly, had been injured in Melton Mowbray.
She was taken to hospital and during the investigation officers forced their way into the family's house, where they discovered two children and two adults with injuries.
The force later confirmed that a man, a woman and a child had died, and two other children were being treated at the Queen's Medical Centre in Nottingham with serious injuries.
Officers were seen this morning entering nearby Swallowdale Primary School, where Mrs Day worked as a teacher.
Neighbour Samantha Whitfield, who has lived on Robin Crescent with her husband for around 15 years, said she was shocked over the attack.
"Its usually a quiet street," she said. "I've never seen anything like this.
"When we saw all the police and ambulances yesterday, we knew something had happened."
"I think she worked at the nursery as a teacher.
"They were a normal family from what I saw. I didn't see him too much."
She said her two children had been scared by the events.
A page on the Leicestershire Police website referred to Day's former role as the local policing commander for Beaumont Leys local policing unit (LPU).
Inspector Kev Morris, his replacement, recently wrote: "I intend to build on the good work that my predecessor Inspector Toby Day has achieved during his tenure at Beaumont Leys LPU."
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