The man made an immediate getaway after shooting his victims, a police spokesman said, as cited by The Local.
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Security forces eventually intercepted and captured the man at a gas station in Bad Windsheim, with local media reporting he is an 18-year-old.
“In a place with 5,500 inhabitants, where we have always lived quietly, you only know about such situations from the television”, he said.
The slain woman was shot dead in Tiefenthal, a district in the town of Leutershausen.
Shortly after, he reportedly shot a cyclist in nearby Orsteil Rammersdorf.
He went on to shoot at a farmer, before threatening another motorist with his firearm.
A press conference is to be held in the afternoon. He also shot at two others who escaped unharmed.
Ansbach is the capital of the administrative region of Middle Franconia in the state of Bavaria.
German police have confirmed that a man and a woman were shot and killed in the incident in Bavaria.
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Leuterhausen lies approximately 45km south-east of Nuremberg, and 12km west of the Bavarian city of Ansbach.
