Usually a pressure sensor is somewhere found quite high in the machine, screwed against the side. It is in Bosch macines mostly a round box, with a thin hose connected to it, leading to the tub. A bunch of wires leads from it to the control system.
When the water rises in the tub, air is pressed in the hose and a membraneswitch will operate. Often there are two switches, for low and high water level. This part sometimes sticks or the membrane leaks. Replacing is quite easy, another brand or universal type can often be found that works as well.
It can be tested by blowing into the opening, apllying some pressure till you hear a soft click inside (or not...)
Ivo Vlot, February 2005