This is coccyx pain which is tail bone.along with other physiotherapy modalities like TENS and ultrasonic will provide relief from pain but main treatment is manipulation of coccyx.
Next Steps
try and contact a good physio who is good in manual therapy and manipulation of coccyx.your tailbone has to be fixed in its right position.
Health Tips
Iceing
avoid sitting for long on hard surface
use tube available at chemists.