It is better to use a Tens from early in labour... it may not be much help at later stages as the tens signals work on flooding the neural pathway and 'stopping' the pain messages from getting through to your brain. Once you are in established labour it is harder for the machine to compete with the pain messages.
If you are interested in using drug free pain options and are considering using TENS it may be worth looking into hiring one. I don't think that it is too expensive. There have been a number of previous posts here on BB about women who have used TENS machines, with a variety of experiences. If you look them up it may help you make a decision!
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