I just turned 39 and have been having the same types of headaches for the last couple of years. I have one now, which is why I was searching for an answer. At first They started out on the first day, but now are on the last day of my cycle. I too have pressure over my right eye going to my ear cavity. I kept thinking it was a sinus headache due to my symptoms (I take medicine for seasonal allergies). I went to a dr who X-rayed my sinus cavities and said they were clear. I then began to notice that these only occurred with my menstrual cycle. (Side note:Last spring my dr told me to start exercising everyday and eat a heart healthy diet because my numbers[cholesterol, triglyserides] were off]. I didn't have the headaches during that time. I stopped jogging during the winter because I can't stand the cold. After reading these posts I think that the jogging must have helped. I never put 2 & 2 together. Thank you so much for the suggestions. I will definitely run today.