Headphone Mix Issue for MIDI Recordings

This is probably a really dumb question, but here goes.  Using X1, when recording a MIDI track live using a MIDI keyboard, how do you adjust the headphone monitor volume of the recording track, relative to the rest of the mix, without affecting what is being recorded on the MIDI track? 
 
This is not a problem for me during AUDIO recordings, since I can adjust the headphone monitoring mix of tracks on my Focusrite MixControl.  But how do you do it with MIDI recordings?   My MIDI keyboard is connected to my PC via a USB connection.  Any help appreciated.  Thanks.
 
Greg 

If you're using a soft synth then adjusting the volume on the synth's associated audio track should do the trick.

It's the same as running MIDI into a hardware synth who's audio outputs are  then plugged into a hardware mixer channel. Adjusting the channel fader on the mixer won't affect the MIDI input side of things at all.

By the way - altering the MIDI volume also works, but can have unwanted consequences on the sound coming out of the synth depending on how the synth is programmed.

Many synths also have an output volume control, and, come to that, adjusting the sustain level in the vca envelope can also be used to control volume.

Lots of ways to achieve the same end result, it really comes down to what works best for what you need  to do at the time.

Velocity is not changed by any of the volume controls and velocity is what really matters to the way a synth responds. 

People get volume and velocity mixed up because both will effect the loudness.  
If your controller's has midi volume or a MIDI foot volume controller are changed while recording then that is CC10 event which would be recorded into the track. 

MIDI is a little different than recording audio in that you have to monitor out the back end via your interface when using soft synths. Most of us monitor audio at the input stage to avoid latency.