Debra Denison, Conn. grandma, killed her two grandchildren then herself, police say

(CBS/AP) PRESTON, Conn. - Connecticut state police are calling the shooting deaths of a woman and her two young grandchildren a double murder-suicide.

State police spokesman Lt. J. Paul Vance says 47-year-old Debra Denison was armed when she left her Stonington, Conn. home to pick up the children from their daycare in North Stonington Tuesday afternoon. Vance says Denison had permission to pick up the children.

State police issued an Amber Alert Tuesday evening for Denison, 2-year-old Alton Perry and his 6-month-old brother, Ashton. The three bodies were found in a parked car in nearby Preston Tuesday night.

CBS Connecticut reports police confirmed they located a suicide note and a revolver at the scene. The chief medical examiner's office will be performing autopsies.

Denison's family said she suffered from bipolar disorder and had a history of mental health problems.