We present the results of our study of the eclipsing binary systems CSS J112237.1+395219, LINEAR 1286561 and LINEAR 2602707 based on new CCD $B$, $V$, $R_c$ and $I_c$ complete light curves. The ultra-short period nature of the stars citep{Drake2014} is confirmed and the systems periods are revised. The light curves were modelled using the 2005 version of the Wilson-Devinney code. When necessary, cool spots on the surface of the primary component were introduced to account for asymmetries in the light curves. As a result, we found that CSS J112237.1+395219 is a W UMa type contact binary system belonging to W subclass with a mass ratio of $q=1.61$ and a shallow degree of contact of 14.8% where the primary component is hotter than the secondary one by $500K$. LINEAR 1286561 and LINEAR 2602707 are detached binary systems with mass ratios $q=3.467$ and $q=0.987$ respectively. These detached systems are low-mass M-type eclipsing binaries of similar temperatures. The marginal contact, the fill-out factor and the temperature difference between components of CSS J112237.1+395219 suggest that this system may be at a key evolutionary state predicted by the Thermal Relaxation Oscillation theory (TRO). From the estimated absolute parameters we conclude that our systems share common properties with others ultra-short period binaries.
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