I found a web site that answered my question for me, it says. The feeling of having a tight band around the head is caused by the muscular tension in the sheath of muscles covering the skull. This was on a panic website. I noticed the tension settles down when I get into a more quiet situation and a dark room. I also get this tightness when getting into bright lights like in a store, I started wearing sunglasses and it has helped a lot. Thanks to everyone for the advice.