I am 32 weeks and my baby is in cephalic position. During ultrasound when my doctor pressed against the leg area of the baby, she said it doesn't like it, and moves, but other parts are fine when pressed.

Is there anything wrong that seems to hurt the baby?

Babies tend to move around when pressure is applied to the abdomen.

Since we don't know your prenatal history, this would be a good question for your doctor.