Colorado is an open carry state except in certain localities such as Denver.

But, if you want to be sure you're following CO law, why are you asking on a hunting forum? Since you obviously have a computer and can get on the internet, I suggest you spend a few minutes and look up the actual law and see what it says. Any info anybody gives you here is just conjecture on their part. Better to get the actual official legal info since you're talking about current law.

Or, you could make a phone call to the local Colorado State Patrol office and ask them what the preferred procedure is if you get pulled over.