Sandy, I'm thinking that your tree should be just fine. According to the general info in the database these can withstand -25F to -30F. Very cold hardy, I'd say.
Eastern Redbud (Cercis canadensis)
I've not given mine any protection, and yes, I know, I'm in North Florida, where our lows only get into the upper 20's, to lower 30's. But having said that, it's in an area of my yard that is susceptible to extreme frost, nearly as thick as snow! (Yes, I hear y'all chuckling!
)
I do keep a fairly thick amount of mulch around mine, both for the drought and extreme heat of summer, and our 'chill' of winter, not to mention the basic weed control.(Like there is such a thing!)