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Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($) | 12 Months Ended
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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) |  |

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