Do you have any datasource filters or do you have any filters on your sheet?
Also, which exactly version are you using?
Would you be able to share a minimal repro workbook?
Yes, Tableau's week starts on Sunday. To change it to Saturday start (financial week tends to start on Saturday), I created a calculated field with the following formula: DATETRUNC('week', [Date])-1. In my case, it was something like this:
And it worked! It did change my date from continuous (green pill) to discrete (blue pill) which gave nonstandard date time like "06/20/2016 12:00:00 AM". You can easily change this by formatting/customizing your calculated field to something like mmm dd, yy:
And even better and simpler way to do this is to change the date properties at the data source as explained here: Week starting on Monday