NEW : Coleman told police he left the house at 5:43 a.m. the day of the deaths and drove to a gym to work out . Illinois man held without bond on two counts of first -degree murder . Coleman pleads not guilty to slayings of wife , three children . Bodies were found in Southern Illinois home on May 5 . Coleman claimed he left home for gym before slayings , police say .
NEW : Illinois man held without bond on two counts of first -degree murder . Coleman pleads not guilty to slayings of wife , three children . Bodies were found in Southern Illinois home on May 5 . Coleman claimed he left home for gym before slayings , police say .