Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($)		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
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		624,000	(3,273,000)
Amortization Of Deferred Hedge Gains Losses		244,000	244,000	$ 244,000
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Loss on Termination of Derivatives, before Tax				$ 1,122,000
Positions Five [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	[1]	$ 25,000,000
Trade Date		Apr. 01, 2016
Effective Date		Jan. 17, 2017
Maturity Date		Dec. 15, 2021
Receive (Variable) Index		3 Month LIBOR
Current Rate Received		0.00%
Pay Fixed Swap Rate		1.36%
Fair Value		$ 689,000
Positions One [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount			$ 25,000,000
Trade Date			Feb. 16, 2006
Effective Date			Dec. 28, 2006
Maturity Date			Dec. 28, 2016
Receive (Variable) Index			3 Month LIBOR
Current Rate Received			0.51%
Pay Fixed Swap Rate			5.04%
Fair Value			$ (1,054,000)
Positions Six [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	[1]	$ 25,000,000
Trade Date		Apr. 01, 2016
Effective Date		Jan. 17, 2017
Maturity Date		Dec. 15, 2021
Receive (Variable) Index		3 Month LIBOR
Current Rate Received		0.00%
Pay Fixed Swap Rate		1.36%
Fair Value		$ 675,000
Positions Two [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount			$ 25,000,000
Trade Date			Feb. 16, 2006
Effective Date			Dec. 28, 2006
Maturity Date			Dec. 28, 2016
Receive (Variable) Index			3 Month LIBOR
Current Rate Received			0.51%
Pay Fixed Swap Rate			5.04%
Fair Value			$ (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
Trade Date		Dec. 09, 2008	Dec. 09, 2008
Effective Date		Dec. 10, 2008	Dec. 10, 2008
Maturity Date		Dec. 10, 2018	Dec. 10, 2018
Receive (Variable) Index		3 Month LIBOR	3 Month LIBOR
Current Rate Received		0.95%	0.49%
Pay Fixed Swap Rate		2.94%	2.94%
Fair Value		$ (740,000)	$ (1,164,000)

[1] (1) In April 2016, the Company entered into two forward starting swaps with notional amounts of $25.0 million each, with the intention of hedging $50.0 million of existing junior subordinated debentures, as the current hedges on this borrowing expired in December 2016.