Please make sure you are adding the correct record as changes of MX record might need at least 4 hours of propagation period.
You could like to add record as below where will point domain.com's mx to 127.0.0.1 with priority of 10.
mail IN A 127.0.0.1
@ IN MX mail.domain.com
1. Login to your Website Panel via http://cp.domain.com.
2. Seek for your domain.
3. Select on Edit DNS zone records.
4. Select "Add Record" for new creation or click on the pencil icon for the old record that need to change for modification.
5. Please use the format as below.
Record Type: A
Record Name: mail
6. Then add/modify the record as below.
Record Type: MX
Record Name: (empty)
Record Data: mail.domain.com
MX Priority: 10
7. Click on Add/Save.
Please consult Exabytes Support if you do not sure about the record change.