Windows Server 2008r2 backup using Windows backup app

I am trying to backup a failing  server (VM Server ) to an external hard drive. When I go  configure  Windows Server Backup  I get the error message the selected volume uses and unsupported volume system and cannot be used to store backups

ExFat is the format config of the eternal hard drive
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CESConnect With a Mentor Network AdministratorCommented:
You may need to reformat the drive to NTFS
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