First I installed (ROOT) Rashr - Flash Tool from Play Store as suggested in the post.
Then downloaded Recovery - TWRP 22.214.171.124 and Recovery - TWRP 3.0.2 as mentioned here .
Placed both of the .zip files in the internal memory.
Now I open Rashr and flashed the recovery selecting the .zip file of TWRP 126.96.36.199 (My phone is rooted, so Rashr was able to flash it). Then rebooted to TWRP. But, failed. Removed the battery and insert it again. Now with Vol + Home + Power key, booted the phone in TWRP. From TWRP installed the TWRP 3.0.2. Rebooted to TWRP. It works fine now.