No phone activity listed at all

Hi,  I received a disturbing phone call that I need to track from two days ago.  I just called Cox customer service and learned about "phone tools" and tracking phone activity.  BUt when I look up even the last 120 days of all phone activity, I get a reading that says no phone activity is available. How can this be?  I don't use my home phone much but I do get calls occasionally.?  Please help!  Thank you.