How to create a certificate into a PKCS12 keystore with keytool?

Question 1

If the keystore is PKCS12 type (.pfx) you have to specify it with -storetype PKCS12 (line breaks added for readability):

keytool -genkey -alias <desired certificate alias> 
    -keystore <path to keystore.pfx>
    -storetype PKCS12 
    -keyalg RSA 
    -storepass <password> 
    -validity 730 
    -keysize 2048

Question 2

Additional answer to the key of the question.

With JDK 8 (1.8.0_121-b13) you don't get an exception if you remove -storetype pkcs12 but the keytool creates a JKS keystore instead, and the .pfx extension is ignored.

It also asks for a -keypass mykeypassword which the keytool doesn't support for PKCS12.

%JAVA_HOME%/bin/keytool -genkeypair -alias mykey -keyalg EC -dname "cn=CN, ou=OU, o=O, c=C" -validity 365 -keystore keystore.pfx -keypass mykeypassword -storepass mystorepassword -v

(translated)
Generating keypair (Type EC, 256 Bit) and self-signed certificate (SHA256withECDSA) with a validity of 365 days
    for: CN=CN, OU=OU, O=O, C=C
[keystore.pfx saved]

List the contents:

%JAVA_HOME%/bin/keytool -list -keystore keystore.pfx -storepass mystorepassword 

(translated)
Keystore-Type: JKS
Keystore-Provider: SUN

Keystore contains 1 entry.

mykey, 25.04.2017, PrivateKeyEntry,
Certificate-Fingerprint (SHA1): A1:6C:5F:8F:43:37:1A:B6:43:69:08:DE:6B:B9:4D:DB:05:C9:D5:84

You see it's a Java keystore.

The next problem is, that even if you specify -storetype pkcs12 when you -list the keystore, the keytool will still display the store as a JKS keystore!

Let's try that:

%JAVA_HOME%/bin/keytool -genkeypair -alias mykey -keyalg EC -dname "cn=CN, ou=OU, o=O, c=C" -validity 365 -storetype pkcs12 -keystore keystore.pkx -keypass mykeypassword -storepass mystorepassword -v

(translated)
Warning: No support for different keystore and key password for PKCS12 keystores. The value of -keypass will be ignored.
Generating keypair (Type EC, 256 Bit) and self signed certificate (SHA256withECDSA) with a validity of 365 Days
        für: CN=CN, OU=OU, O=O, C=C
[keystore.pkx saved]

Now list the contents:

%JAVA_HOME%/bin/keytool -list -keystore keystore.pkx -storepass mystorepassword

(translated)
Keystore-Type: JKS // ??
Keystore-Provider: SUN

Keystore contains 1 entry

mykey, 25.04.2017, PrivateKeyEntry,
Certificate Fingerprint (SHA1): EA:C2:36:C6:55:69:CB:32:22:C7:14:83:67:47:D2:7E:06:8E:13:14