Can you change the volume on Apple TV using the remote on iPhone

After you select and play content

After you tap play, you'll see three more controls in your Apple TV Remote app:

• Fast-forward: Tap  to skip ten seconds ahead in a video. Or tap  to fast-forward in a song.
• Rewind: Tap  to skip ten seconds back in a video. Or tap  to rewind in a song.
• Details: Tap Details to see an overview of the content you're playing. For music, you can change your shuffle or repeat settings, or swipe up to choose what to play next. For iTunes movies and TV shows, you can swipe up to change your audio and subtitle settings. Then tap  to return to the previous view.

Set up the Apple TV Remote on your iPhone, iPad, or iPod touch ...

https://support.apple.com/en-in/HT201664

It works on my TV and receiver just fine. I have a Vizio TV and a Pioneer receiver. Both use infrared remotes but I can adjust the volume with my iPhone even from another room. In fact we do that often when the kids have the volume up too high.

I believe one of my kids said it works as well with the Apple Watch but I haven’t tested that.

It depends on your TV or receiver. On mine I am able to change the volume using my iPhone.

No. Almost certainly not. Your TV most likely uses an infrared remote. The iPhone does not have an infrared transmitter and can not control functions of the TV that require it.

I have the iPhone X as well. I just use the volume buttons on the left side of the iPhone when I have the Remote app open.