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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 |  |

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- Definition When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column A -Footnote 1 + Details
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