In this paper we describe locally all the chains of three-dimensional evolution algebras (3-dimensional CEAs). These are families of evolution algebras with the property that their structure matrices with respect to a certain natural basis satisfy the Chapman-Kolmogorov equation. We do it by describing all 3-dimensional CEAs whose structure matrices have a fixed rank equal to 3, 2 and 1, respectively. We show that arbitrary CEAs are locally CEAs of fixed rank. Since every evolution algebra can be regarded as a weighted digraph, this allows us to understand and visualize time-dependent weighted digraphs with 3 nodes.