Scammed on ebay?

Hi, about 3 weeks ago I purchased an xbox from ebay, the price was lower than usuall but it had been an open auction not a buy it now. Was told pickup was not available and that payment had to be through paypal etc. I payed for the item, and the seller said he had posted the item and it should arrive within 2-6... show more Hi, about 3 weeks ago I purchased an xbox from ebay, the price was lower than usuall but it had been an open auction not a buy it now. Was told pickup was not available and that payment had to be through paypal etc. I payed for the item, and the seller said he had posted the item and it should arrive within 2-6 days. The item did not arrive, I emailed the seller about it and he told me aus post said it was at my local post office but its not. I have sent emails asking for the registration number for the registered post with no reply. I even requested contact information from ebay and they gave me the phone number and address. I have tried ringing the phone number 3 times, every time it ends with a answering machine and me leaving a message, haven't heard back from them.
Now my problem is whether to report this to ebay, or to my local police[armed with the phone number?]. Will ebay or the police be able to help me, or will they not even investigate?
Please give me some advice guys. <3
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