Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($)	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 75,000,000		$ 75,000,000
Fair Value	(3,007,000)		(3,273,000)
Amortization Of Deferred Hedge Gains Losses	61,000	$ 61,000
Change in Fair Value on Loans Held for Sale	54,000	$ 27,000
Positions One [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 25,000,000		$ 25,000,000
Receive (Variable) Index	3 Month LIBOR		3 Month LIBOR
Trade Date	Feb. 16, 2006		Feb. 16, 2006
Effective Date	Dec. 28, 2006		Dec. 28, 2006
Maturity Date	Dec. 28, 2016		Dec. 28, 2016
Current Rate Received	0.63%		0.51%
Pay Fixed Swap Rate	5.04%		5.04%
Fair Value	$ (814,000)		$ (1,054,000)
Positions Two [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 25,000,000		$ 25,000,000
Receive (Variable) Index	3 Month LIBOR		3 Month LIBOR
Trade Date	Feb. 16, 2006		Feb. 16, 2006
Effective Date	Dec. 28, 2006		Dec. 28, 2006
Maturity Date	Dec. 28, 2016		Dec. 28, 2016
Current Rate Received	0.63%		0.51%
Pay Fixed Swap Rate	5.04%		5.04%
Fair Value	$ (815,000)		$ (1,055,000)
Positions Four [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 25,000,000		$ 25,000,000
Receive (Variable) Index	3 Month LIBOR		3 Month LIBOR
Trade Date	Dec. 09, 2008		Dec. 09, 2008
Effective Date	Dec. 10, 2008		Dec. 10, 2008
Maturity Date	Dec. 10, 2018		Dec. 10, 2018
Current Rate Received	0.64%		0.49%
Pay Fixed Swap Rate	2.94%		2.94%
Fair Value	$ (1,378,000)		$ (1,164,000)