How to Prevent EF5 LocalDB Connection From Closing

How to Prevent EF5 LocalDB Connection From Closing

I've built an applciation using EF5 and CodeFirst. At runtime my
application creates a LocalDB databse file and a class-level instance of a
DataContext. Everything works fine however inserts are slow after about
50,000 records (approx 20MB MDF file). In debug I can see the internal
Connection's state is set to 'Closed'. I assume EF5 is closing the
connection after each insert and then re-opening it when needed.
How can I prevent Entity Framework from closing the connection? This is a
local that will potentially need to import up to 500k records in the
shortest period of time.