By pressure do you mean a change in blood pressure? Because that can certainly be a trigger for headaches. Postural changes can cause cranial hypoxia and more general hyper or hypotension can equally trigger headaches.
But in general pressure, as I understand what you're saying, is more of a headache trigger than a pathology. Tension type headaches are a specific condition. It's possible for someone to have an underlying condition that may be particularly aggravated by exertion (though it is one of the most common headache triggers for really any type of headache disorder). That could be anything from a cardiac problem to an acute injury or just a normal migraine, tension type headache, cluster headache, neuralgia, etc.
If there's a specific activity that tends to be worse or a particular area of your body that you notice this in, that more detailed information could point in the direction of a particular disorder. Unfortunately physical exertion on its own doesn't do much to narrow down the possible diagnoses than experiencing sleep disturbances as a trigger.
But don't let the lack of a clear diagnosis deter you from taking control of your headaches. Whether you have cluster headaches or ischaemic stroke one of the most important steps in controlling the problem is isolating its triggers and learning to avoid them.
I hope this helps somewhat. If you can give me a more detailed description I'd be happy to try to help more.
Good luck :)
DX: NDPH, Recovered(?) CRPS
RX: Lamictal, Concerta (Methylphenidate), Clonazepam, Wellbutrin XL, Namenda, Rozerem, Magnesium (1000 mg/d), Riboflavin (400 mg/d).
PRN: Ketamine nasal spray, Oxycodone, Toradol, Celebrex, Haloperidol, Lodine, Migranal, Zofran, Phenergan, Thorazine, DHE IM, Droperidol IM, Reglan, Ambien CR, Provigil, all triptans