Neutron measurements show that superconducting ErNi2B2C (T(C) = 11 K) develops antiferromagnetic spin density wave magnetic order (T(N) = 6 K), which squares up with decreasing temperature yielding a series of higher-order magnetic Bragg peaks with odd harmonics. Below T(WFM) = 2.3 K where magnetization indicates a net moment develops, even-order Bragg peaks develop which low field (approximately 3 Oe) polarized beam measurements show are magnetic in origin. The data directly demonstrate the existence of a net magnetization with a periodicity of 20a, confirming the microscopic coexistence of spontaneous weak ferromagnetism with superconductivity.