Setup MX Record in Domain settings

Hello

We have the following domain settings :
NAME          TYPE                    TTL                            TARGET
 (Empty)        A                          3600                         x.x.x.x        (IP FOR PLESK HOSTING)
MAIL             A                          3600                         2.2.2.2       (EXAMPLE  FOR PRIMARY IP ADDRESS MAIL SERVER)
MAIL2          A                           3600                         3.3.3.3       (EXAMPLE  FOR SECONDARY IP ADDRESS MAIL SERVER)
FTP              CNAME                 3600                         EXAMPLE.COM
WWW          CNAME                 3600                         EXAMPLE.COM
MAIL            MX                        3600                         EXAMPLE.COM
(Empty)        NS                         3600                        name server1
(Empty)        NS                         3600                        name server2

The Issue that MX record not showing when I check the domain using DNS Tools like MXtoolbox.
When pinging mail.example.com I got a reply,

Is the above correct for MX Records setup ?
Should I Maintain MX Record from plesk portal ? or only from here ?

When sending email receive the following message from Plesk :

Final-Recipient: rfc822;xxx@example.com
Action: failed
Status: 5.1.1
Diagnostic-Code: smtp;550 5.1.1 <xxx@example.com>: Recipient address rejected: User unknown in virtual mailbox table
m_jundiAsked:
Who is Participating?
 
DrDave242Commented:
MAIL            MX                        3600                         EXAMPLE.COM
I don't believe this is correct. The name of the MX record should be left blank (so that it will apply to your domain), and the target should be mail.example.com, if I'm interpreting the table correctly.
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