Offhand, I can think of 2 ways, both not too convenient.
First, you can customize a slide control by placing 2 arch graphics on it, one on the top and one on the bottom, so that only a curved part of the slide will be seen. The arches themselves can be created in any program, from paint to powerpoint, but the problem is that once they're over the control it can only be used as an indicator and that they will have to be painted to fit the background. Also, they can't be resized with the control.
Second, you can use a meter indicator and hide it with something else. Then, you can move the other things gradually to the right, so the meter control becomes visible. Again, not too convenient and it also doesn't allow you to see the entire meter. Personally, I would go with the first one.
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