Good point. Velocity isn't the same as volume.
 
As for quickly changing velocity values of multiple notes at once, I use CAL commands that increase/decrease the velocity value by 5 (changing it by just 1, 2 or so doesn't make much difference in sound so I always increase/decrease it by 5). I assigned the commands to Ctrl+Alt+NumPad"+" and Ctrl+Alt+Numpad"-" so I just need to select notes and hit either of these keyboard shortcuts. I've just uploaded them here so if you're interested download them and put them in your CAL Scripts folder and then assign whatever keyboard shortcuts you like to them (downloadable for 1 week only): https://box.raksul.com/dl/b566f23ffe38187feb6a0b80e21aba15
 

chasmcg
I think what was throwing me was this. I have a few notes that when I drag them down, at the bottom, the volume line (vertical line) turns red and goes down. But when I release the mouse, the line returns to green and it is still the same height as before.
 
I thought I might have 2 notes there but after deleting it, no note is below it. Has any of you ever seen this? 
 

 
This happens if you're selecting notes that are in two or more clips that are linked to each other (clips with dotted outlining). You only need to select notes in one of these linked clips and then drag the velocity down.
 
 
And the most important advice is to make notes . Use Excel and create a table that lists features you're likely to forget often, and use filtering so it's easy to search (I do it and has many items in the table particularly because I use two daws).
 
Hope that helps