Trying to rank for the keyword “Best Headphones” will see your post, page, or article buried in the depths of a billion search engine pages, and it’s never going to surface in the top thousand pages, let alone page one…ever! But going for a keyword, or Long Tail keyword phrase “What are the Best Headphones for Sleeping” will stand you in better shape to get somewhere close, or even on, the first page.
The local data that is returned is a 12 month average of all search queries in the United States using the Google Search Engine and affiliated Google search properties. Using the sidebar on the left, marketers are easily able to specify the keyword matching type (Broad, Exact, Phrase), change the category, and refine their results to contain specific terms.
Long Tail Pro is a keyword research tool that helps you quickly find low competition keywords for your website.  In particular, the tool is built for people doing SEO (search engine optimization) as opposed to people doing paid ads (Google Adwords PPC).  I'm sure there are some advertisers that use the tool for paid ad keyword research, but the tool was built for SEO keyword research.