SMTP connection error: Exchange

I don't know why but whenever I try connecting to smtp from my Microsoft exchange email I get this error 

smtplib.SMTPAuthenticationError: (535, b'5.7.3 Authentication unsuccessful)

When is this error raised? My SMTP is "smtp.office.365"

I am using the correct email and password and I have enabled the Authenticate SMTP as said in the website

https://aka.ms/smtp_auth_disabled