UBUNTU 16.04 Recovery Image for XPS13 9360 is not bootable

Hi,

I downloaded recovery image of ubuntu 16.04 and fallowed all steps on your page (http://www.dell.com/support/article/us/en/19/SLN301761/how-to-use-the-dell-hosted-recovery-image-of-linux?lang=EN).

Unfortunately creating usb stick this is not booting. It is not showing on bootable list. I tried also changing mode to legacy (from UEFI) but that didn't work either. Do you have any ideas what can be wrong?