The neighbour, Alayna Brooks, said: ‘It was the most appalling thing I have ever lived through. I went upstairs. He was hanging. I shook his leg and I said “Just wake up, you’ve got a family” but it was just not happening.
‘I was distressed. I saw the little girls side-by-side in the double bed. They were dead.’
Neighbours and friends said there had been little indication of the violence to come.
Ms Brooks, 53, said the couple ‘just loved each other’ and the little girls were ‘gorgeous’.
Mr Case was an HGV driver while his wife, who was in her 30s, ran St Aldhelm’s children’s nursery in nearby Sandleheath.
He had written on Facebook: ‘I am 32, I got married in 2000 and have been with my wife, Vicki, for about 15 years. We have two beautiful daughters, Phoebe (two years and a half) and Nereya (one).’
On July 18, he wrote about his family’s upcoming seaside break: ‘Weymouth, HERE WE COME...!!’
Police said there was no suicide note and were baffled as to the motive.
Acting Supt Gary Cooper added: ‘The bodies are being examined inside the house by a pathologist and forensic officers are examining the scene for any clues they can find to this tragedy.’