After investigating the bug reported here

https://sft.its.cern.ch/jira/browse/ROOT-10626

we noticed that the deprecated variables
PYTHON_EXECUTABLE
PYTHON_INCLUDE_DIRS
PYTHON_LIBRARIES
PYTHON_VERSION_MAJOR
PYTHON_VERSION_MINOR
PYTHON_VERSION_STRING
NUMPY_FOUND
NUMPY_INCLUDE_DIRS
are not set correctly in the CMakeCache. This should fix the problem.