Press Ctrl+T. Right Click and select perspective. Adjust the nodes to get the shape as shown.
Enable add to shape area from the top bar. Create an ellipse using elliptical shape tool.
Double click the layer to open layer style window. Apply settings as shown.
Create a rectangle using rectangular shape tool. Press Ctrl+T. Right Click and select warp. Adjust the nodes to get the shape as shown.
Double click the layer to open layer style window. Apply settings as shown.
Using pen tool create tip of the marker. Apply same layer style we used for the marker body.
Ctrl+Click the marker body layer to get the selection. Contract the selection by 2 pixels.
Create a new layer. Apply Black to white gradient. Change layer mode to screen for this layer.
Select and merge all the layers. Press Ctrl+T and rotate as shown below.
Duplicate layer. Enable lock transparent pixels from layer palette. Fill it with gray color. Press Ctrl+T. Right click the layer and select distort. Adjust nodes to create a perspective shadow. Move this layer below all the layers in layer order in layer palette.