Locked iPhone 4

We're all just fellow users here, but even if we worked for Apple, there would be nothing we could do for you. As has been said here many, many time, only the carrier to whom a phone is locked can authorize unlocking. You will have to contact AT&T and ask them if you would qualify for unlocking. Unless you had service with them, they probably will not unlock the iPhone for you, but you can ask.

Regards.

Phone Was Bay at full price

eBay is NOT an authorized distributor of iPhones. You have already been told, ONLY AT&T can unlock the phone. Either work with them to get it unlocked, which they probably will NOT do for you since you are not a customer, or return it to the seller and get your money back.