Try with code
Sub Change_Pivot_Source()
Dim pt As PivotTable
For Each pt In ActiveWorkbook.Worksheets("Sheet2").PivotTables
pt.ChangePivotCache ActiveWorkbook.PivotCaches.Create _
(SourceType:=xlDatabase, SourceData:="Data2")
Next pt
End Sub
Check out the Video Link
Regards
Gokul