You may receive Cneonction or nnCoection HTTP Reponse Header even if you are not using Keep-Alive on you member servers. Some loadbalancers rewrites http response headers.So you can see
nnCoection : Close
Connection : Close
Your WebServer is returning the response header Connection: close but loadbalancer rewrites it to nnCoection: close because you have keep-alive enabled on your loadbalancer and the loadbalancer want to keep connection so it replaces Connection header.
The case I met on Netscaler MPX appliance, you should disable Client Keep Alive on your service or Service Group. So, LB will never send Connection response to clients.
Otherwise, you have to rewrite nnCoection ..