1. From the Front Ortho view <kbd>Numpad 1</kbd> create a thin tall segmented column from cube like this:

    ![enter image description here][1]

2. Switch to 45° view (hold down <kbd>Alt</kbd> to snap while orbiting) and also switch to Transform Orientation: View:

    ![enter image description here][2]

3. Select the middle loop and with proportional editing on (<kbd>O</kbd>) define the amount of bulging the shape will have:

    ![enter image description here][3]

4. Turn off proportional editing. Duplicate the piece and arrange like this:

    ![enter image description here][4] 

   Move it around, set origin point to 3D cursor, duplicate with <kbd>Shift</kbd>+<kbd>D</kbd>, cancel move with <kbd>RMB</kbd> and rotate with <kbd>R</kbd>.

5. Turn on proportional editing, this time set the type to Linear. Select the top 4 faces and create the final shape like this (set the final height and twisting amount):

    ![enter image description here][5]

6. Bevel the vertical edgeloops <kbd>Ctrl</kbd>+<kbd>B</kbd>:

    ![enter image description here][6]

7. Add subdivision modifier:

    ![enter image description here][7]

    *(Mine turned out to be a little wide but you get the idea how to get any shape..)*

8. A curve-based solution will keep the profile of the individual pieces much better. You do everything the same but on a curve (not on a segmented column) and then set a square as the curve's bevel shape (add a plane and convert to curve). For the curve for each its vertices a *Mean Tilt* value can be specified to control the rotation of the square profile:

    ![enter image description here][8]

    With such control nice basket endings (and transition to the rod) can be achieved.


  [1]: https://i.sstatic.net/GMIYl.png
  [2]: https://i.sstatic.net/AIMAL.gif
  [3]: https://i.sstatic.net/75H1e.gif
  [4]: https://i.sstatic.net/bZmjY.png
  [5]: https://i.sstatic.net/HAWMV.gif
  [6]: https://i.sstatic.net/Zy7yL.png
  [7]: https://i.sstatic.net/XQgSr.png
  [8]: https://i.sstatic.net/OVnMl.png