The detail is beautifle. I'm thinking you used flash and this is why there are no shadows. You might want to try backing off of the flash and let in some of the nice soft light.
Thanks for looking and for the comments, next time I'll tone down the flash a bit. This was the first time I used flash on this type of shot so I've got a bit of a learning curve to go through.
Nice. I like the Junco and with the flash toned down a bit it would have even better. Junco are difficult in natural light and the angle of light has to be really good to get their head and eyes clearly.