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Create a new file of your choice. Fill the background with black. Create this shape with Ellipse tool. Choose any color of your choice for filling the shape as we will change it in next step :

Apply these layer styles in it:

Control+click on its layer's name in layer palette to select it:

Go to Select > Modify > Contract and contract the selection by 2 pixels :

Create a new layer. Fill the selection with white :

Erase the most of the bottom part of the layer as shown with 65 pixel brush :

Now, in the middle of the shape, draw this shape with the help of pen tool :

Draw these shape as well :

Our bookmark icon is ready.