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By default iTunes backs-up your iPhone every time you sync. So unless you turned the back-ups off it has been backing up, you just didn't notice.
 
Right click on the iPhone icon on the left pane in iTunes and select backup.

I right-clicked on the iPhone in the left pane and backup wasn't mentioned. And when I go to iTunes->Preferences->Devices it shows that there are no backups at all.
 

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