My last run was at 38w6d and I just listened to my body throughout my whole pregnancy. I made sure I was able to hold a conversation at all times and slowed down when needed.
I definitely listened to my body. I slowed down naturally as my pg progressed. I also use the Gabriella Maternity band when I run for support. With baby #2 I ran till 39 weeks 6 days and I'm still running now with baby #3.
I didn't follow any rules, I just got slower as time passed and reduced my weekly mileage from 60 to 40 miles. I ran my last run the day before I delivered at exactly 40 weeks, 6 miles. I also used the Gabriella Maternity band after about 30 weeks. I am running daily now with this pregnancy but I am slower than I used to be, and don't do speedwork. I still run hills as I live in San Francisco and can't (and won't) avoid them.
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I ran up until 36 weeks, then it just became too uncomfortable. I definitely agree with others that the support belt is a must have. I did wear a HR monitor with my Garmin, more than anything to "alarm" me if I was pushing it too much. I didn't focus on the number, but when I wasn't running with friends (ie: talking) I could get in my zone with the ipod and push myself too hard, forgetting I was pregnant and "taking it easy"!
Re: For those that ran entire/most of pregnancy
My last run was at 38w6d and I just listened to my body throughout my whole pregnancy. I made sure I was able to hold a conversation at all times and slowed down when needed.
Good Luck!!