Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($)	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 100,000,000	$ 75,000,000
Fair Value	1,616,000	624,000
Amortization Of Deferred Hedge Gains Losses	244,000	244,000	$ 244,000
Notional amount of fair value hedged derivative	0	0	$ 0
Positions Seven [Member] [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 25,000,000
Trade Date	Jul. 18, 2017
Effective Date	Aug. 15, 2017
Maturity Date	Aug. 15, 2022
Receive (Variable) Index	3 Month LIBOR
Current Rate Received	1.42%
Pay Fixed Swap Rate	1.88%
Fair Value	$ 345,000
Positions Five [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 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	1.59%
Pay Fixed Swap Rate	1.36%
Fair Value	$ 772,000
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		Dec. 09, 2008
Effective Date		Dec. 10, 2008
Maturity Date		Dec. 10, 2018
Receive (Variable) Index		3 Month LIBOR
Current Rate Received		0.95%
Pay Fixed Swap Rate		2.94%
Fair Value		$ (740,000)
Positions Six [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 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	1.59%
Pay Fixed Swap Rate	1.36%
Fair Value	$ 763,000
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		Apr. 01, 2016
Effective Date		Jan. 17, 2017
Maturity Date		Dec. 15, 2021
Receive (Variable) Index		3 Month LIBOR
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
Trade Date		Apr. 01, 2016
Effective Date		Jan. 17, 2017
Maturity Date		Dec. 15, 2021
Receive (Variable) Index		3 Month LIBOR
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
Trade Date	Dec. 09, 2008
Effective Date	Dec. 10, 2008
Maturity Date	Dec. 10, 2018
Receive (Variable) Index	3 Month LIBOR
Current Rate Received	1.54%
Pay Fixed Swap Rate	2.94%
Fair Value	$ (264,000)