Emails to hotmail go directly to junk folder

I decided to use mg.mydomain.com as subdomain for mailgun purposes.

Can someone tell me how to properly add mx records under custom dns.
I need to add an mx record with priority 10 and value=mxa.mailgun.org

Is it Name=mg.mydomain.com
and
Value=10 mxa.mailgun.org. (including the trailing dot)

Thanks!