With the second midterm exams coming, there's pressure on me for my students to get good marks. It worries me to the point that I think about it all day long. I hope they all perform well.
"It is a pressure" is ok. "There is pressure" is more common.
Your second sentence would be better if you used stronger verbs. You use two participles, "worried" and "thinking", as adjectives to describe yourself. Instead of describing yourself with adjectives, it is stylistically better to use active verbs to tell what happens: "it worries me", "I think". But, the way you wrote it is not wrong. Artificial Intelligence can help you make changes like this:
TYPE THIS INTO AI:
Please rewrite the following sentence using active verbs instead of participles: "I am so worried that I keep thinking about it all day."