I've seen exactly that stated in two sources. One of the sources quote the CO GOP chairman saying exactly that. I can't link that source--it's some green website (literally, the background is all green). The other site is the Denver Post. So, if this is false, take it up with the Denver Post: Republicans still will hold precinct caucus meetings in early 2016 to begin the process of selecting delegates for the national convention — but the 37 delegates are not pledged to any specific candidate.
Now, to quote you: "The people who wanted to be selected as delegates had to file a statement of intent. On that statement of intent, it gave the delegate candidate the option to run as a bound delegate for a specific candidate, or run as an unbound delegate."
That is highly problematic. The delegates are a sampling of registered voters. We know that there are Trump supporters in CO (even though they didn't vote), and that their support is probably within the range that we see in other states, 35-55%. Therefore, it is statistically impossible that not a single person filing as a delegate filled out a statement of intent to support Trump. So, what happened?
No one said none of the Trump supporters were running for delegate - just none of them were selected as delegates (although two of them were selected as alternates). They were just outnumbered and outorganized by the Cruz supporters.