Which way of winding the toroid ferrite ring is correct?
Picture 1 shows the winding for a common mode filter. This will attenuate the sum of the current flowing on the wires. This is useful when something like a PC is sending RF along the mains lead or a USB lead. It will not attenuate differential signals.

Picture 2 shows the winding for a differential mode filter. This will attenute your signal. However, it won't attenuate it very much, as the scope load is so high. The resistive part of the load is 680k, which might as well be infinity compared to 70 ohms. 

You've not defined the capacitive part of the scope load. Depending on what you mean by 'scope probe', it could be a few pFs, if it's a good 10:1 probe, it could be around 30pF if it's the basic scope input, it could be 100pF or more if you have a length of 50ohm coax connected to the scope. This is what will cause signal attenuation at high frequencies.