What is Causing Pressure on my Nasal Bump?

A pressure sensation along the dorsum of the nose (likely what you are describing as a “nasal bump”) is not normal.  If a simple trial of Nasonex spray did not solve the problem, further investigation is likely warranted. 

If your doctor is unable to see anything on direct physical evaluation, perhaps you should consider a CT scan of your nose and sinuses to rule out any nasal mass that might be producing this pressure sensation.

 I assume you have not had any nasal surgery. Therefore you should see and ENT doctor to determine what the cause is. If none is found and you want the bump removed that can easily be done.

Pressure over the nasal bump can be caused by chronic sinusitis whereby nasal polyps create pressure in the nose and sinus area. A CAT scan of the paranasal sinuses will further delineate the extent of these polyps. The polyps develop from allergies and chronic rhinitis.

Skydragoon5,
Have you had rhinoplasty surgery already? Have you injured your nose? There are many, many reasons to have pressure on, in, or around the nose. Allergies and migraine headaches are the more common causes of nasal pressure.
Nasal steroid sprays, such as Nasonex, takes at least 4 weeks of continued use before being effective.
Persistent nasal pressure should be evaluated by a nose/nasal specialist. Good luck.