Run the code:

    TreeTableView<Data> treeTableView;

    public static void main(String[] args) {
        launch(args);
    }

    @Override
    public void start(Stage stage) throws Exception {
        treeTableView = new TreeTableView<Data>();
        treeTableView.setMaxHeight(100);
        treeTableView.getSelectionModel().setSelectionMode(SelectionMode.MULTIPLE);

        treeTableView.setRoot(new TreeItem<Data>(new Data("Root")));
        for (int i = 0; i < 30; i++) {
            treeTableView.getRoot().getChildren().add(new TreeItem<Data>(new Data("item" + String.valueOf(i))));
        }
        treeTableView.getRoot().setExpanded(true);

        treeTableView.getColumns().add(new TreeTableColumn<Data, String>("Data"));
        ((TreeTableColumn<Data, String>) treeTableView.getColumns().get(0)).setCellValueFactory(new Callback<CellDataFeatures<Data, String>, ObservableValue<String>>() {
            @Override
            public ObservableValue<String> call(CellDataFeatures<Data, String> p) {
                return p.getValue().getValue().property;
            }
        });

        treeTableView.getSelectionModel().selectedIndexProperty().addListener(new ChangeListener() {
            @Override
            public void changed(ObservableValue ov, Object t, Object t1) {
                System.out.println("selectedIndexProperty : " + t1);
            }
        });

        treeTableView.getSelectionModel().selectedItemProperty().addListener(new ChangeListener<TreeItem<Data>>() {
            @Override
            public void changed(ObservableValue<? extends TreeItem<Data>> ov, TreeItem<Data> t, TreeItem<Data> t1) {
                System.out.println("selectedItemProperty : " + t1);
            }
        });

        treeTableView.getSelectionModel().getSelectedItems().addListener(new ListChangeListener<TreeItem<Data>>() {
            @Override
            public void onChanged(Change<? extends TreeItem<Data>> change) {
                System.out.println("SelectedItems : " + treeTableView.getSelectionModel().getSelectedItems());
            }
        });

        treeTableView.getFocusModel().focusedIndexProperty().addListener(new ChangeListener<Number>() {
            @Override
            public void changed(ObservableValue<? extends Number> ov, Number t, Number t1) {
                System.out.println("focusedIndexProperty : " + t1);
            }
        });

        treeTableView.getFocusModel().focusedItemProperty().addListener(new ChangeListener<TreeItem<Data>>() {
            @Override
            public void changed(ObservableValue<? extends TreeItem<Data>> ov, TreeItem<Data> t, TreeItem<Data> t1) {
                System.out.println("focusedItemProperty : " + t1);
            }
        });

        VBox vb = new VBox();
        vb.getChildren().addAll(treeTableView);

        Scene scene = new Scene(vb, 300, 300);
        stage.setScene(scene);
        stage.show();
    }

    class Data {

        public StringProperty property;

        public Data(String data) {
            property = new SimpleStringProperty(data);
        }

        @Override
        public String toString() {
            return property.get();
        }
    }

Expand all items.
Select some item, and start selecting down: shift + down.

I see:
SelectedItems : [TreeItem [ value: item1 ]]
selectedItemProperty : TreeItem [ value: item1 ]
selectedIndexProperty : 2
focusedItemProperty : TreeItem [ value: item1 ]
focusedIndexProperty : 2
SelectedItems : [TreeItem [ value: item1 ], TreeItem [ value: item1 ], TreeItem [ value: item2 ]]
selectedItemProperty : TreeItem [ value: item2 ]
selectedIndexProperty : 3
focusedItemProperty : TreeItem [ value: item2 ]
focusedIndexProperty : 3
SelectedItems : [TreeItem [ value: item1 ], TreeItem [ value: item1 ], TreeItem [ value: item2 ], TreeItem [ value: item1 ], TreeItem [ value: item3 ]] // <- the same items, but incrementing set.
selectedItemProperty : TreeItem [ value: item3 ]
selectedIndexProperty : 4
focusedItemProperty : TreeItem [ value: item3 ]
focusedIndexProperty : 4