Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($)	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 100,000,000		$ 100,000,000		$ 75,000,000
Fair Value	822,000		822,000		624,000
Amortization Of Deferred Hedge Gains Losses	61,000	$ 61,000	183,000	$ 183,000
Positions One [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount					$ 25,000,000
Receive (Variable) Index					3 Month LIBOR
Trade Date					Dec. 09, 2008
Effective Date					Dec. 10, 2008
Maturity Date					Dec. 10, 2018
Current Rate Received					0.95%
Pay Fixed Swap Rate					2.94%
Fair Value					$ (740,000)
Positions Two [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount					$ 25,000,000
Receive (Variable) Index					3 Month LIBOR
Trade Date					Apr. 01, 2016
Effective Date					Jan. 17, 2017
Maturity Date					Dec. 15, 2021
Pay Fixed Swap Rate					1.36%
Fair Value					$ 689,000
Positions Three [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount					$ 25,000,000
Receive (Variable) Index					3 Month LIBOR
Trade Date					Apr. 01, 2016
Effective Date					Jan. 17, 2017
Maturity Date					Dec. 15, 2021
Pay Fixed Swap Rate					1.36%
Fair Value					$ 675,000
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
Trade Date			Dec. 09, 2008
Effective Date			Dec. 10, 2008
Maturity Date			Dec. 10, 2018
Current Rate Received	1.32%		1.32%
Pay Fixed Swap Rate	2.94%		2.94%
Fair Value	$ (407,000)		$ (407,000)
Positions Five [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
Trade Date			Apr. 01, 2016
Effective Date			Jan. 17, 2017
Maturity Date			Dec. 15, 2021
Current Rate Received	1.32%		1.32%
Pay Fixed Swap Rate	1.36%		1.36%
Fair Value	$ 568,000		$ 568,000
Positions Six [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
Trade Date			Apr. 01, 2016
Effective Date			Jan. 17, 2017
Maturity Date			Dec. 15, 2021
Current Rate Received	1.32%		1.32%
Pay Fixed Swap Rate	1.36%		1.36%
Fair Value	$ 560,000		$ 560,000
Positions Seven [Member] [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
Trade Date			Jul. 18, 2017
Effective Date			Aug. 15, 2017
Maturity Date			Aug. 15, 2022
Current Rate Received	1.31%		1.31%
Pay Fixed Swap Rate	1.88%		1.88%
Fair Value	$ 101,000		$ 101,000