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Begin by creating a half-box by fastening four pieces of wood with finishing nails.
Wrap the finished box in batting. Wrap denim fabric over the batting, and attach the fabric and batting with staples, making sure that the fabric is taut as you fasten it.
Staple the pennants to the underside of the cornice. Pre-drill and install two of the miniature bats and a baseball to the front of the cornice, following the same technique used in the earlier segment on wall-treatments.