Yes. If you have a valid Colorado protection order that meets federal standards, it can be enforced in another state. The Violence Against Women Act, which is a federal law, states that all valid protection orders granted in the United States receive "full faith and credit" in all state and tribal courts within the US, including US territories. See the question below to find out if your protection order qualifies.

Each state must enforce out-of-state protection orders in the same way it enforces its own orders. Meaning, if your abuser violates your out-of-state protection order, s/he will be punished according to the laws of whatever state you are in when the order is violated. This is what is meant by "full faith and credit."