The best way to do this is by converting your data to an Excel table. Select your data range (A1:E11), press Ctrl + T, and click OK. Excel names it something like "Table1"; in my case, it's Table3, ...
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Combining Ctrl + Shift + Arrow keys lets you extend your selection in any direction until Excel hits a blank cell. Start from the top-left corner of your data, try Ctrl + Shift + Right Arrow, then ...