I'm posting it here hoping this will help anyone else working with the same configuration: Anaconda 4.2.0 + Python 3.5.2 + PyQt 5.6.0 + Lubuntu 16.04).
I uninstalled pyqtgraph v. 0.9.x with "conda uninstall pyqtgraph" to make it sure that no other version is installed.
Then I have downloaded and exctracted the source code file pyqtgraph-0.10.0.tar.gz from pyqtgraph website. I have then run "python setup.py install" in a command window.
I am now able to run the pyqtgraph examples which support pyqt5!
Thanks and best regards.