There are several ways to make this as with anything.
If you are having trouble with extruding along a curve then a couple of easy ways might be :

1. Create a torus and scale it to size and girth and then delete three quarters of it.

2. create a cylinder and scale it to size then apply a deformer like a bend deformer or lattice to curve it to shape.

There are also other ways but try those two for staters and if you still have a problem them come back and we can suggest more.

regards J.S.