If you are using mLab then it could be the version in your local mongo is not match with mLab. By default, Ubuntu will install mongo v2.x and mLab is v3.x. You could check with this command:
mongo --version
Install new mongo version:
- Remove your old local mongo (be careful, it may remove all your local database)
 
sudo apt remove mongo-clients mongodb
- Import the public key used by the package management system.
 
sudo apt-key adv --keyserver hkp://keyserver.ubuntu.com:80 --recv D68FA50FEA312927
Create a list file for MongoDB.
 
echo "deb http://repo.mongodb.org/apt/ubuntu trusty/mongodb-org/3.2 multiverse" | sudo tee /etc/apt/sources.list.d/mongodb-org-3.2.list
echo "deb http://repo.mongodb.org/apt/ubuntu xenial/mongodb-org/3.2 multiverse" | sudo tee /etc/apt/sources.list.d/mongodb-org-3.2.list
- Install the MongoDB packages
 
sudo apt-get install -y mongodb-org
Ref: https://docs.mongodb.com/v3.2/tutorial/install-mongodb-on-ubuntu/
Now you can dump your database with this command:
mongodump -h <host>:<port> -d <database-name> -u <user> -p <password> -o <output directory>