DocumentDb write within a transactionscope

I am trying to use a DocumentDb write as a part of a transaction like below -

using (var scope = new TransactionScope)
{
//first transaction

//write to document db

//third transaction
}

I observed that if the third transaction fails, documentDb write is not rolled back and I still see the document in the collection. The first transaction (NEventStore in this case) rolls back perfectly. Does anyone know if DocumentDb supports TrnasactionScope. What if I have a nested transaction?

Thanks!

via Chebli Mohamed