You told TurboTax that you moved, so it recognizes that you lived in two states.
As a part year resident of Oho, you are technically required to file a part year resident return, even if you had no income while a resident. If you had no income (e.g. retirement check or interest and dividends), you will not owe Ohio any tax and can probably "get away with" not filing, for such a short time.
I you do not file an Ohio return, you should file a full year resident CO return.
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