Using yield to iterate over a datareader might not close the connection?

public IEnumerable<object> ExecuteSelect(string commandText)
{
    using (IDbConnection connection = CreateConnection())
    {
        using (IDbCommand cmd = CreateCommand(commandText, connection))
        {
             connection.Open();
             using (IDbDataReader reader = cmd.ExecuteReader())
             {
                while(reader.Read())
                {
                    yield return reader["SomeField"];
                }
             }
             connection.Close();
        }
    }
}

foreach(object obj in ExecuteSelect(commandText))
{
  break;
}

class Program
{
    static void Main(string[] args)
    {
        foreach (int v in getValues())
        {
            Console.WriteLine(v);
        }
        Console.ReadKey();

        foreach (int v in getValues())
        {
            Console.WriteLine(v);
            break;
        }
        Console.ReadKey();
    }

    public static IEnumerable<int> getValues()
    {
        using (TestDisposable t = new TestDisposable())
        {
            for(int i = 0; i<10; i++)
                yield return t.GetValue();
        }
    }
}

public class TestDisposable : IDisposable
{
    private int value;

    public void Dispose()
    {
        Console.WriteLine("Disposed");
    }

    public int GetValue()
    {
        value += 1;
        return value;
    }
}