This is the Theracane.
I bought it at the PT office I was going to for therapy appointments for my head/neck. Basically, this theracane mimics the massage techniques done by the physical therapists in order to restore muscle function; relieve tension, stiffness soreness, etc; and basically just help your body feel better!
For headaches: I use it on my neck, upper back and the spot right where the back of my head meets my neck. I apply pressure and try to relieve tension in those areas, because that kind of tension can worsen headaches and even cause headaches for some.
I’d definitely recommend buying one, especially because you can use it on so many areas of your body!