Rising Hydrometer

[FortyNiner]

A question for our esteemed panel of experts about hydrometer behavior. Didn't find anything about this in a search, so here I am. I'm working on my first mash, 10 gallons of Birdwatchers made to the letter of the refined recipe except I'm using Red Star yeast from the supermarket. Everything seems cool, it's been bubbling away as advertised. The initial SG was 1.088 with a potential alcohol content of 12%. After 1.5 days, it was 1.070 at a steady 78-80 degrees F with an aquarium heater. Day 3 it was 1.03. Today is day 4. I dropped the hydrometer into the mash and it read 1.02, but this time, I left the hydrometer in there for couple of minutes as I got a phone call I had to take. While talking, I watched the hydrometer and it started to rise. It floated up to 1.035 and stayed there. After I hung up, I took the hydrometer out, cleaned it, put it back it in and it stayed right at 1.035. Is this normal? Should I be letting it sit for a few minutes before taking a reading? Does the instrument change as it acclimates to the temp of the mash? It's still bubbling nicely and I think the mash will turn out OK, just want to know if anyone else has had this happen and if I'm using the hydrometer correctly. I bought it at a local brew shop and while it has no brand name on it, it seems much nicer than the one my cousin uses for wine making, as it has a thermometer built in and has scales for SG, potential alcohol, and brix. Thanks for all your advice, past, present and future!