I just made one pretty simply using the eliptical marquee tool. I made a big circle holding shift to keep round. Then holding down alt i made another circle to the left of it, almost like a crecsent moon effect only thicker. By holding alt it will delete that selection as opposed to adding to it with shift. Then i used the polygonal lasso tool to (holding alt) to remove the unused portion on either the top (in your case) or bottom. Then, holding shift (to add to selection) I use the rectangular marquee tool to add a big sqare to the opposite end of the one I just cut. Lastly, using the polygonal lasso, (holding alt) I carve off an arrowhead to that square selection.
