RDP port is closed, why do I have failed logons in security log?

I've got a firewall in front of our cloud servers that blocks all attempts at RDP.  Yet, I have failed logon attempts in my security logs like:

An account failed to log on.

Subject:
      Security ID:            NULL SID
      Account Name:            -
      Account Domain:            -
      Logon ID:            0x0

Logon Type:                  3

Account For Which Logon Failed:
      Security ID:            NULL SID
      Account Name:            mcxxxxx@xxxxxxxx.com
      Account Domain:            

Failure Information:
      Failure Reason:            Unknown user name or bad password.
      Status:                  0xc000006d
      Sub Status:            0xc0000064

Process Information:
      Caller Process ID:      0x0
      Caller Process Name:      -

Network Information:
      Workstation Name:      XXXXXXXXX-PC
      Source Network Address:      xx.xxx.xx.xxx
      Source Port:            51745

Detailed Authentication Information:
      Logon Process:            NtLmSsp
      Authentication Package:      NTLM
      Transited Services:      -
      Package Name (NTLM only):      -
      Key Length:            0

How is that possible?... is there another avenue from a public IP?  How can I close this access?
StarDusterIIAsked:
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Will SzymkowskiSenior Solution ArchitectCommented:
Do you have the source IP. Are you sure it is coming from an external source and not internal?

Will.
ste5anSenior DeveloperCommented:
There are many different vectors where an login can be made. RDP is not the only one. So the question is: Why do you block RDP? The normal approach would be to DENY ALL as policy and only allow the ports (services) you need.
StarDusterIIAuthor Commented:
Yes, I x'd it out above.  It's definitely an external source.
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StarDusterIIAuthor Commented:
Ste5an, we block everything but a few ports.  Only 80, 443, 20-21, 25, 843, and 1935 are open.
StarDusterIIAuthor Commented:
Ste5an, I think the question back to you is, "What are the other vectors?"
ste5anSenior DeveloperCommented:
Exchange for example logs normally there. IIS may use it (FTP).

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StarDusterIIAuthor Commented:
Don't run Exchange but messing up FTP creds put the failed logon there!   Never thought that it would log attempts at FTP just like system logons.
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