First off, it's Amtrak, not Amtrek.
Secondly, the closest that Amtrak gets to Phoenix is Maricopa which is about 30 miles south of downtown Phoenix.
Thirdly, the Amtrak trains (eastbound and westbound) through Maricopa are three-day-a-week trains. Train #1, the westbound, is scheduled into Maricopa at 8:52pm on Tuesday, Thursday, and Sunday. Train #2, the eastbound, is scheduled into Maricopa at 5:30am on Monday, Thursday, and Saturday. In other words, you won't hear much Amtrak radio traffic because there aren't very many Amtrak trains in your area.
Fourthly, you will probably have better luck listening for Union Pacific freight trains. The UP runs many through freight trains on the line from Yuma to Gila Bend to Maricopa to Tuscon. That line is part of the UP's major freight line between Los Angeles and Houston. However, the UP activity in Phoenix is likely to be somewhat limited because Phoenix is at the end of what is now a branch line coming up from Maricopa. There also used to be a Santa Fe (now BNSF) branch line that ran south from Williams to Phoenix, but I think a short-line railroad company is operating it now.
I'm a railfan and I lived in Scottsdale back in the 1990's. I found railroad scanning and railfanning opportunities to be very limited in the Phoenix area. You have to go to Tuscon or Flagstaff to see real, main-line railroading, though there are some interesting short-lines in the area. This link might give you some ideas:
Frograil Rail Tours -- Arizona Railfan Sites