Yes, you need to file in CO. The CO 104 Instructions state:
"Generally, you must file this return if you are required to file a federal income tax return with the IRS for this year or will have a Colorado income tax liability for this year and you are:
• A full-year resident of Colorado, or
• A part-year Colorado resident who received taxable income while residing here (you must file the DR 0104 along with the DR 0104PN), or
• Not a resident of Colorado, but received income from sources within Colorado (you must file the DR 0104 along with the DR 0104PN)."
Since CO has a flat tax rate of 4.4% your CO tax will be about $31.