I don't think there is a Europe-wide category system, but this is what is used in the UK

Criminal Justice System
in the Czech Republic


9.3. The sentence of imprisonment is served in prisons which are divided according to
the method of external guarding and security into four basic types as follows:
● with supervision (s dohledem),
● with control (s dozorem),
● with security (s ostrahou),
● with stricter security (se zvýšenou ostrahou).

http://www.ok.cz/iksp/docs/386.pdf


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Note added at 32 mins (2012-06-25 15:14:29 GMT)
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also 'secure prisons'

Another option - low supervision, medium supervision, high supervision and maximum supervision. Otherwise agree with Gerry's Category B for UK.

prisons are broken down into three basic levels of security: maximum, medium and minimum. Minimum security prisons often resemble camps or college campuses. They are reserved for non-violent offenders with relatively clean criminal records, or prisoners who have served most of their term in a higher-security facility and displayed exemplary behavior. A medium security prison restricts the daily movements of the inmates to a greater extent, but instead of cells they usually have dormitories, and the prison is usually enclosed by a razor-wire fence.

http://people.howstuffworks.com/prison.htm