If the blue light pipe does not glow in response when you say "Alexa", please try the Push to Talk button on your ecobee4’s home screen. To do this, tap the microphone icon on the bottom left of the home screen, and then tap on the “Push To Talk” icon. Once tapped, you’ll see the blue light pipe glow. Ask your question, and Alexa should respond.
You may also want to try moving closer to your ecobee4 and make sure you’re saying “Alexa” clearly.