How can I consume my whole bitcoin balance in a single transction? Is it possible to use multiples UTXOs in a single transaction?
Of course, you can add as many UTXO's as will fit in a block. In fact, you usually have to because you don't always have a UTXO for the exact amount you are trying to spend. Note that more UTXO will result in a higher transaction fee because the fee is based on the current market fee rate (satoshi/kB) and more UTXO increases the kB.

For example, check out this transaction, it uses 7 UTXO as inputs.

See Bitcoin Wiki - Transactions