CHICAGO (CBS) — A man and a pregnant woman were shot and killed Friday morning in the Washington Heights neighborhood, but the woman’s baby survived.

Police said the shooting happened around 7:40 a.m. near 102nd and Eggleston.

A man was shot in the chest and pronounced dead at the scene, police said. A woman was shot three times in the chest, and was taken to Advocate Christ Medical Center, where she was pronounced dead.

Doctors were able to save her baby. They are not releasing any information for privacy reasons, but police confirm that the baby was delivered at Advocate Christ Medical Center on Friday morning. CBS 2’s Lauren Victory reports.

The shooting was quite the wake up call for the quiet South Side neighborhood.

“I usually be waking up this time of morning,” said Eugene Williams.

In his 45 years in Washington Heights, Eugene William’s chores were never interrupted like this.

“I heard a couple pop, pop, maybe three shots,” he said.

Gunfire in his backyard on 102nd Place and Eggleston killed a man right away. A second victim held on for a little while.

“I looked into the alley there and I seen a lady, matter of fact. I heard her saying help, help! That’s when I called 911,” Williams said.

While distraught family members at the hospital stayed silent, witnesses at the scene were eager to share details.

CBS: When you told them you saw a black car, what did they tell you?

“They told me it might’ve been a police car or someone, but at the same token they’ll check it out,” said witness, Lisa Stokes.

Investigators mainly focused on a red car in a vacant lot off an alley.

CBS: What did you pray for?

“Prayed for the neighborhood and that people won’t lose hope,” said Donovan Price, crisis responder.

They are left looking up and out for each other.

“It’s happening everywhere so you never know,” Williams said.

The victims’ ages were not immediately known. There are reports that the double homicide was a domestic incident, but police say it is too early in their investigation to confirm that.

No one is in custody.