CMake Error at pybind11/tools/FindPythonLibsNew.cmake:131 (message): Python config failure: code example

Example: CMake Error at pybind11/tools/FindPythonLibsNew.cmake:131 (message): Python config failure:

#"This pretty much always finds the wrong interpreter for me,
#  it's just a light helper on top of FindPythonLibs/Interp that 
#  favors Python 3, which were abandoned by CMake because they
#  has so many problems."
#Change python version accordingly:
cmake .. -DPYTHON_EXECUTABLE=/usr/bin/python3.6