It can be done in either fashion. The pressure that I recommend depends on the body part being treated and what the goal of the treatment is. If it is a thick, muscular area (quads, hamstrings, calves, traps, etc) then I put more pressure and get a deep massage. If it is a boney area, I use less pressure. If it is an area with more superficial nerves, I use less pressure as well and generally do a shorter treatment. If it is a tendinous area, I will try to do a friction massage.