employer probs

Christian
So I love my current job and I'm damn good at it. I work in finance and process auto loans. After I told me job I was pregnant they moved me to a new territory (same position)  with a worse schedule. Both of my bosses told me point blank that I was being moved because I'm pregnant. I tried to talk to them about it - about how I planned all of my appointments around my previous schedule. The new schedule will require me to drop out of college. There is no advancement in the new territory. It's actually worse for my career. I was still moved. I filed a complaint because of the "this is because you're pregnant" reasoning. Then all of a sudden they were moving me for all of the wonderful (nonexistent) opportunities I'll have. 
Flash forward. My performance never changed but my reviews are crappier. And I've been pulled out of my job function multiple times for tasks that are a level below me and negatively affect my metrics. 
I've realized there's no good going to come of it. I applied for a new job and got it. 
Do I tell them I'm going to be gone for six weeks in less than six months? Have you ever kept it a secret? How did the employer react??