This work presents a mobility indicator derived from fully anonymised and aggregated mobile positioning data. Even though the indicator does not provide information about the behaviour of individuals, it captures valuable insights into the mobility patterns of the population in the EU and it is expected to inform responses against the COVID-19 pandemic. Spatio-temporal harmonisation is carried out so that the indicator can provide mobility estimates comparable across European countries. The indicators are provided at a high spatial granularity (up to NUTS3). As an application, the indicator is used to study the impact of COVID-19 confinement measure on mobility in Europe. It is found that a large proportion of the change in mobility patterns can be explained by these measures. The paper also presents a comparative analysis between mobility and the infection reproduction number R t over time. These findings will support policymakers in formulating the best data-driven approaches for coming out of confinement, mapping the socio-economic effects of the lockdown measures and building future scenarios in case of new outbreaks.