Where to check for Firebase Realtime Database Location (US, EU, or Asia)

Update: as of late 2020 Firebase Realtime Database instances can be in different locations. You can find the location of your database as the bottom of the data viewer in the Firebase console, as also shown in the screenshot in Jürgen's answer.

All Firebase Databases are hosted in the central US. There is no way to change this at the moment.

When you open the RTDB console you can see it at the bottom as indicated in the image. This feature is currently in a beta state. https://firebase.google.com/docs/projects/locations?authuser=0#rtdb-locations