Detectives are questioning a man held on suspicion of murdering his ex-girlfriend and her son with an axe.
The 45-year-old has been arrested morning after the victims' bodies were discovered in a "horrific" scene at their terrace home in Mold Crescent, Banbury, Oxfordshire. The mother's two teenage daughters managed to flee the house.
One was badly hurt in the incident and the other, a 13-year-old, was "severely traumatised" but uninjured, police said.
The suspect, who police said was a former partner of Mrs Cox, was arrested by armed police in Wiltshire a few hours later.
Detective Inspector Steve Duffy said: "As you can appreciate, officers went to the address and were faced with a horrific scene.
"All I can confirm is their injuries are consistent with blunt trauma and I can't say if an axe was used but a firearm was not used."
