Hm. Here's an example of such a macro in common lisp. Note, though, that I am not sure, that this is actually a good idea. But we are all adults here, aren't we?
(defmacro nested-loop (control &body body)
(let ((variables ())
(lower-bounds ())
(upper-bounds ()))
(loop
:for ctl :in (reverse control)
:do (destructuring-bind (variable bound1 &optional (bound2 nil got-bound2)) ctl
(push variable variables)
(push (if got-bound2 bound1 0) lower-bounds)
(push (if got-bound2 bound2 bound1) upper-bounds)))
(labels ((recurr (vars lowers uppers)
(if (null vars)
`(progn ,@body)
`(loop
:for ,(car vars) :upfrom ,(car lowers) :to ,(car uppers)
:do ,(recurr (cdr vars) (cdr lowers) (cdr uppers))))))
(recurr variables lower-bounds upper-bounds))))
The syntax is slightly different from your proposal.
(nested-loop ((i 0 10) (j 15) (k 15 20))
(format t "~D ~D ~D~%" i j k))
expands into
(loop :for i :upfrom 0 :to 10
:do (loop :for j :upfrom 0 :to 15
:do (loop :for k :upfrom 15 :to 20
:do (progn (format t "~d ~d ~d~%" i j k)))))
The first argument to the macro is a list of list of the form
(variable upper-bound)
(with a lower bound of 0 implied) or
(variable lower-bound upper-bounds)
With a little more love applied, one could even have something like
(nested-loop ((i :upfrom 10 :below 20) (j :downfrom 100 :to 1)) ...)
but then, why bother, if loop
has all these features already?