According to the story in the Denver Post that day:
The Democratic erosion was perhaps most accentuated by the flight of women, who were among the party's most enthusiastic supports in 2006 and 2008. According to exit-poll data, women essentially split their votes evenly between Democrats and Republicans on Tuesday. The last time this happened was in 2002.
White women, in particular, defected from Democrats, given their votes to Republicans by an 18-point margin. Similarly, 57 percent of married women voted for Republicans, while unmarried women - a more liberal group - turned out in smaller numbers than in 2008.
In contrast, in Colorado, women overall favored Democrats about 56%-44% in the U.S. Senate race, perhaps in part because Ken Buck was such a misogynist, and Tom Tancredo was also not a figure that Colorado women could embrace. In the 4th Congressional District, meanwhile, Republicans ran a man against an incumbent moderate Democrat who was a woman, and in the State Treasurer's race (the closest of the downticket statewide races) the Republicans also ran a man against an incumbent woman.
This may help explain why the Tea Party wave of Republican support wasn't nearly as strong in Colorado as it was in other states.