This could be due to the type of the new batteries or if the batteries are not inserted right

Only alkaline, non-heavy duty, non-rechargeable batteries are compatible with the device.
Please make sure that the BOTH batteries are brand new, as the device requires at least 1.25v to work.
If you're still facing issues with the device, you can contact us by clicking on "New Support Ticket" above for further assistance. 
For Alcosense Pro models:
Kindly flip the cover of the battery over to see the correct direction of terminals before placing the batteries. 
While it seems that both the negative parts got in first of the new unit due to the spring located inside, this is not the case.

If the above does not resolve your issue, kindly refer here